All time? That's a little hard. I don't think I can just pick one.
Diablo 2 is up there. It was probably the first game I really was addicted to, and probably the first game that made me realize there was something really great about PC gaming. I must have spent so many hours on D2... clogging up the phone line playing in B.net. It's still a great game and as fun as it ever has been.
Let's see, there's Star Fox 64 and Super Mario 64, which were probably my first two games (I was a bit of a late bloomer... circa 1997 was when I got my N64). I still adore Star Fox 64, even without my nostalgia goggles on, and Super Mario 64 is a classic. Those two games are the earliest memories I have of gaming, and I do love them both.
Ah, and there's Star Wars Galaxies. It was my first MMO, and man was I addicted. That was middle school right there: SWG. In its glory days, it was probably the single best sandbox MMO ever created, and despite the fact I've almost been playing MMOs every year of my life since SWG, I don't think I've ever found one that topped it.
And finally, there's Demons Souls... a game I am willing to gush endlessly about. I think the game is pretty well perfect in every way, and the closest games have ever gotten to being art. I could write a fucking thesis on this game... that's how much I love it (the sad thing is I am only half-joking heh). It's beyond brilliant, and easily one of the most incredible gaming experiences I've ever had.
So, there you have it: Star Fox 64, Super Mario 64, Diablo 2, Star Wars Galaxies, and Demons Souls. I refuse to pick just one.