I made a list of my favorite games a couple months ago for a thread similar to this on another site, so I'll just pull from that because laziness. However, that laziness won't stop me from making a monstrously long post because I can't help but explain my choices and gush about the games I like, so here we go.
Legend of Zelda: A Link to the Past - I listed this as my favorite game of all time on the aforementioned list. It's a masterpiece of game design and I can replay it pretty much infinitely without getting sick of it because it's so damn fun. The combat is a perfect balance of simplicity and complexity. The puzzles are challenging without being painfully hard or unintuitive. The only point it's really lacking on is plot, but I can't really fault it much because it still gives a reasonable main plot and little tidbits elsewhere for those who care to look, and that's pretty good for a Super Nintendo era game.
The Elder Scrolls: Morrowind - This game took up so many hours of my life, man. The graphics and combat mechanics don't really hold up nowadays, but I still enjoy playing it partially because nostalgia and partially because it's just such a damn good game that I'm willing to overlook flaws. The thing that really hooked me on Morrowind was the fact that it actually lived up to the claims of being a non-linear open world game with tons of player freedom. You can kill any NPC you want (including vital quest NPCs, meaning you can ruin your ability to get or complete quests up to and including the main story quest of the game), you can go almost anywhere in the game from the very start so long as you can survive the trip, and there are no level or quest progress barriers to getting/using certain items or spells (aside from the secondary thing of needing to have enough mana to actually cast the spells, but you can artificially boost that through enchanting so long as you have the gold). That level of freedom alone is great, but then all the enthralling lore and engaging story things plus the huge world to explore plus the (at the time) great combat took it to another level. It really captured the feeling of going on an epic adventure in a fantasy world, and I haven't ever found another game that does it better, not even the newer Elder Scrolls games.
Fallout 1 and 2 - I sort of consider them a package deal because that's how I originally got and played them, and I like them both equally. They were the games that first awakened my love of tactical turn-based games. They were also pretty open world and gave you freedom of choice in what you wanted to do (though too much fucking around could cause you to fail the main mission for at least the first game due to a time limit thing), the combat was fun and often challenging, the lore and story stuff was pretty great, and the whole post-apocalyptic 1950's style throughout the game gave it a pretty unique atmosphere. Oh, by the way, the newer Fallout games are good, but not outstandingly fantastic imo.
Yoshi's Island - Easily my favorite Mario game, quite probably my favorite platformer of all time. Solid controls with just the right balance on movement momentum, neat mechanics that improved on the typical Mario formula of running around and jumping on things, and the art style is fucking amazing.
Dark Souls 1 and 2 - I list them together because, just as with Fallout 1 and 2, I like them both equally. The first one was a bit more enjoyable for me in the realm of story stuff, because it didn't really spoon feed you anything and you had to find the story for yourself, and I like that a lot; the world design was also a bit better in the first game. I like the combat of the second one better though, and that's what Dark Souls is all about. The combat mechanics have a nice breadth of complexity, but the real challenge comes from the various enemies that get thrown at you. It all comes down to fighting smart and picking your moment to strike, because trying to play hack n slash style will just get you murdered, and that kind of tactical combat is great.
Dragon Age: Origins - More tactical combat goodness, another heavily fleshed out world with tons of lore. There are some definite themes to which games are worthy of being called my favorites.
Illusion of Gaia (called Illusion of Time in Europe and Australia) - And back to the other major theme of my list: Super Nintendo era games. This one was a fun action RPG, and it had some great characters and an actual plot that went above and beyond "things are bad, beat the big bad." It also gets bonus points in my book for having some pretty dark themes and events and remaining serious in tone throughout without actually sliding into grimdark territory, which is a balancing act that modern games still struggle with.
Warcraft 3 - So many hours spent playing this, and I didn't even play it that much online. The Warcraft series was my first introduction to games of the straight up strategy genre, and Warcraft 3 was the best of them. The game still holds up pretty well compared to modern strategy stuff, as it has a good balance between simplicity and complexity. It's one of those games that the term "easy to learn, hard to master" really applies to, and those kinds of learning curves in games are the ones that keep my interest the longest.
Bastion - Dat atmosphere. The actual gameplay is not all that spectacular, but the art and the music and the narrator... It's one of those thing that feel like more than the sum of its parts. The few important characters are actually not very well fleshed out, and the plot is kind of hectic and not very well explained, but the amazing atmosphere the game presents is enough to overcome those and make you feel totally invested in what's going on.
Transistor - The second game by the people who made Bastion, and it follows similar principles. However, I like it a lot more than Bastion. Not only does it have the fantastic art style and music and narration (although it's not exactly narration, more like a character that talks a lot), it also has a fairly complex and tactical combat system instead of the more pure action of Bastion. It has a much better explained story and better developed characters. One of the little things it does that adds a great touch of personality to the game is that most of the enemies are named by the sorta-narrator character; for instance, the little support enemies that give their allies an invulnerable shield get named Cheerleaders because of a snarky comment made to the effect of "oh, looks like these ones have a cheerleader." Pretty much all the weak points of Bastion were fixed in Transistor, and some of the good things were even improved upon. It also gets bonus points for managing to evoke some strong emotions from me. No spoilers, but feels were had at the end of the story.
Okay, that's enough out of me. I could go on, but a sort of top 10 list is probably good enough.