I have played so many, it is very hard to say which I have like more than others; each have their charms and frustrations. And i like particular aspects of some for seemingly inexplicable reasons; for example:
I really liked the idea of being a downtrodden nobody in Planescape: Torment and finding out more about yourself rather than carving out a legend as a famous hero. I liked the camaraderie and feeling of lost innocence and what you had left behind on the road over the two Baldur's gate games. The bitter hostility of pretty much everywhere in the Icewind Dale series. And those are just the infinity engine games.
I could literally wax on about every game that everyone above has talked about above. However, I won't. There is only one which I notice hasn't been mentioned. It isn't much of an RPG, but could be described as one. Sort of.
Severance: Blade of Darkness, some of the best combat in any game. It looks horribly dated now, but the mechanics of it are solid as a rock. each goblin required predatory circling, well timed blocks and swings, and sometimes flinging a chair at their head would work in a pinch. The rudimentary physics work very well in spite of their simplicity, and I have yet to see a better way of showing that the chracter cannot use the weapon you have chosen than just let your spry but weak amazon pick up a giant 2-handed sword and watch her drag it around and attempt to swing it in a malcoodinated flail. All chracters can use all weapons, but their skills shine with the right type.
I don't know why this thread reminded me of it, but it was a pretty good experience. Savagely hard though, the first time I met an Orc, my knight was poisoned and cut into pieces in about 3 seconds flat. Worth a look if you haven't had a go.