He commented about every Bond actor in Finnish magazine in 1999. He said along the lines that: Connery was the first so it is natural that people love him as Bond. Moore was much lighter and brought lot of humour in the role. Dalton returned Bond character closer to what Fleming had originally written. Brosnan mixes elements of the previous ones and is in his opinion one of the best.
I don't remember what he said about Lazenby but I think I would remember if he would have said Lazenby is the best.

I have only read that he believed Dalton was the closest to playing it the way Fleming wrote it.