Well, I'm not sure, I have a lot of favorites, but here's a few in no particular order.
Mass Effect Series
Knights of the Old Republic Series
The Darkness
STALKER Shadow of Chernobyl
Golden Sun (1 and 2)
Persona 3
Halo Trilogy and ODST (Wars and Reach weren't that great)
Star Wars Republic Commando
Fire Emblem (The one that was on the Gameboy for the US, with Eliwood and Hector and Lyn)
Mechwarrior 2 (The true MW2)
Edit: I forgot Bioshock (The first one, second one was good with everything except story, but that's the only unique thing about the series sooo... not good.)
More than 5, I know, but had to put the others in there. They're all tied for first, and I probably didn't even list all of them.