Alright, ranked from 1-10 (1 being the best, duh) this is my list. Oh, and they're going to all be from about 2002 onwards so don't pull out the retro stuff on me because I haven't played it.
10. Splinter Cell - PC A brilliant stealth game, surpassed only by it's sequel's sequel which is...
9. Splinter Cell: Chaos Theory - PC An actual sequel to the first game, with a better engine and a f*cking knife - hell yeah! Also, a superb stand off at the end of the penultimate level.
8. Dragon Age: Origins - PC 40 hours of choices and repercussions - just fantastic. Sure the plot is fairly standard when you think about it, but what you do and say (and who you are) affects it so much you won't care.
7. Assassin's Creed 2 - Xbox 360 An improvement over the first game in every single way - the conspiracy style plot is delicious, and my hunger for the next game grows the more I think about the deepening mystery of the series overall.
6. HL2: Episode 2 - PC Like Half-Life 2, except it was better. Alyx is used to motivate the story in a great way (after spending Episode 1 and HL2 making you care about her) and the ending is heart-breaking. Driving mechanics are vastly improved and White Forest is beautiful.
5. PoP: The Sands of Time - PC A hugely subtle yet wonderful story, in a world in which no other has made me feel quite so alone. The ending nearly brought a tear to my eye, and I'm not ashamed to say it!
4. Oblivion - PC A huge, beautiful world with 100s of side-quests to be taken at your leisure. The Dark Brotherhood storyline was, as I'm sure it was with many, my most favourite in the game.
2. Mass Effect 2 - PC Pure fucking epicness. Great story, great characters and great gameplay. Tied for second place.
2. Star Wars: Knights of the Old Republic - PC Classic Star Wars, with a fairly simple but oh-so-deliciously delivered plot, a great twist, and a sequel we just won't mention. Tied for second place.
1. Mafia - PC The story, the characters, the gunplay, the not-that-hard-racing-level-that-everyone-bitches-about, the finale, the morals. What is there to not love about this game? My favourite.
Honourable mention:
Crysis - PC This would have been 7.5 if I was allowed it. Show me another game where you can shoot a man's helmet off, turn invisible, pick it up and then beat him over the head with it in super-strength mode, and I'll gladly eat my own face. Oh, and the set-pieces are a million times better than anything CoD has to offer, the story makes sense (although its not great) and its so beautiful it hurts.