Well since I enjoy such a large variety of games I would have to split this off into the genres I love.
RPG: Chrono Trigger, even without the nostalgia factor it is still one of the best well rounded and most enjoyable games I have ever had the pleasure of bringing into my home, from the SNES, to the play-station remake, on to the DS port, this game has never done anything wrong.
Stragey: This one has to go to Alpha Centauri, while the game has aged alright it still stands has one of my all time favs simply because of the level of customization I could bring to fights with my units.
FPS: While I love TF2, the most enjoyment I got out of a FPS was Golden eye for the N64 it was just non-stop fun, with or without cheats. The best part was trying to glitch out the game, so many nights wasted on that alone.
MMO: I could say WoW but honestly it was only fun for a while but went down hill with every expansion since. Dark age of Camelot on the other hand got so much better with the first few expansions and was just a blast killing people in the BG, that I often hated leveling past 29.
Honorable Mention: Saints Row 2, so glad I got that game. My wife said she would sell every other game we own besides that one if it ever got down to it, even her beloved Kingdom Hearts.