If you count games that came free with a PC, my favourite is definitely 'Goosebumps: Escape From Horrorland', a 1996 tie-in game with the 'Goosebumps' book series which is actually really really good and creepy. I had hours of fun gameplay out of it with my brother and cousins growing up, and a couple of years ago discovered I could run it on my Windows 7 laptop - cue instant nostalgia! Windows 8 won't run it though, which is yet another reason why Windows 8 is fail.
Honourable mention, if Visual Novels can count in this, goes to 'Digital: A Love Story', a wonderful and engrossing Visual Novel that I downloaded for free from Lemma Soft forums. If you haven't played it, go do it now. It is really good. [http://lemmasoft.renai.us/forums/viewtopic.php?f=11&t=6729]