My little list:
The Orange Box - Honestly hard for me to deduct points for a set that cost me a fiver a game for five superb games, except for Episode 1's shortness.
Metal Gear Solid 1 and 3 - The first one was one of my first 15 rated games, and the third was just amazing.
Call of Duty: Modern Warfare - The first game for its campaign, the second game for multiplayer, since I seem to have none of the issues everyone else moans about.
Super Mario Bros 3 - Has to be one of the best ever platformers in my opinion.
There's definitely others, but my problem is I'm too easily impressed. xD
EDIT: Just slipping in Mass Effect 1 and 2, Borderlands, Heavy Rain and the God of War series