I've played thousands of games, but my favorite games are these, in rough order. For games with different releases, I've marked the version I like. I've tried to link to the best source of general info about each game.

World of Warcraft
Worms Armageddon (Windows)
Dragon Warrior IV (NES)
Chrono Trigger (SNES)
Mother 2 (EarthBound)
Mother 3 (GBA with Tomato translation)
Pokémon Yellow
Pokémon Emerald
Pokémon HeartGold
Cave Story (original with Aeon Genesis translation, using Cave Story Engine 2)
Within A Deep Forest
Portal (Windows)
Bravely Default
Super Smash Bros (N64)
Assault Android Cactus (Windows)
Dante's Inferno (PS3)
Kirby Super Star (SNES)
Super Mario World (SNES)
Borderlands (Windows)
Path of Exile (Windows)
Castlevania: Aria Of Sorrow
Castlevania: Dawn Of Sorrow
Castlevania: Portrait Of Ruin
Heroes Of Might And Magic 3 (with fan-made mods: H3HD and HOTA)
Master Of Orion 2 (DOS, with fan-made improvements and fixes)
Civilization (DOS version 475.01)
Torneko no Daibouken - Fushigi no Dungeon (with Magic Destiny translation)
Mystery Dungeon: Shiren the Wanderer (DS)
Dungeons of Dredmor
Dragon Quest 8 (PS2)
Dragon Quest Heroes (Windows)
Tetris DS
Lufia 2
Lara Croft And The Guardian Of Light
The Legend Of Zelda: A Link To The Past
Ittle Dew 2 (Windows)
The Legend Of Zelda: A Link Between Worlds
Dragon Quest Monsters Joker
Freddi Fish And The Case Of The Missing Kelp Seeds
Putt-Putt Goes To The Moon
The Legend Of Zelda: Link's Awakening DX
The Legend Of Zelda: Ocarina Of Time
Jones In The Fast Lane (DOS)
Generica: The Next Generation
Kingdom Rush
FTL: Faster Than Light
Lords Of Xulima
League Of Legends
The Legend Of Zelda: Oracle Of Seasons
Bludgeons & Krakens
Princess Remedy In A World Of Hurt