Hmm...Oh which game would it be..
Well, my favorite game for the month is currently Alpha Protocol, so I'd probably go grab some shades and rock out in my Moscow safe house.
Favorite game of all time..Now that's hard...It'd be a split between Mass Effect and Oblivion.
So if Mass Effect I'd go power up my gear, grab some ammunition and go off and explore some hostile environments with the usual two female companions so I can listen to them banter and argue over me. Then I'd be the hero, naturally, and save the galaxy.
If Oblivion I'd just go around pickpocketing people and stealth killing them with my bow, as I am the head of both the Thieve's Guild and the Dark Brotherhood. And whenever I'd travel to a town I'd spend the first few minutes running away from guards because I always forget I'm wearing that silly cowl.