Of those I've seen in captivity (I tend to favor more unique ones that I've only seen once or a handful of times ever):
1. Rough-toothed dolphin
2. Short-finned pilot whale
3. Commerson's dolphin
4. Harbor porpoise
5. Pacific white-sided dolphin
Including all wild/captive species, as well as those I have not been lucky enough to see:
1. Blue whale (I have seen in the wild)
2. Baird's beaked whale (I just think they're neat! Wanna see one someday)
3. Yangtze finless porpoise (same as above, they're so cute lol)
4. Amazon river dolphin (they're so fascinating as an evolutionary branch)
5. False killer whale (amazing and beautiful creatures, I wish I'd seen Chester before his passing)
Honorable mentions for pinnipeds/sirenians: Walrus, leopard seal, Hawaiian monk seal, and dugong. I'm more of a cetacean guy generally so that's how my lists shake out haha. But really I love them all!