My all-time favorite game is without a doubt "The Curse of Monkey Island"
Here are some other of my favorite games:
-Red Alert2
-Need for Speed: Underground 2
-Counter Strike
-Age of Empires II
-Half Life (1-2 and episodes 1 and 2)
-World of Warcraft
-Guitar Hero II
-Farcry
-Warcraft II
-Warcraft III
-Portal
-Max Payne 1
-Psyconauts
-Hitman (all of the games)
-Soldier of Fortune
-GTA: San Andreas
-Jak and Daxter (1, 2 and 3)
-Tony Hawks Underground
-Diablo II
-Vietcong
-Doom 2
-Halo 1
-Starcraft
-Bioshock
-Jedi Knight: Jedi Outcast
-Jedi Knight: Jedi Academy
-Rome: Total War
-Medieval II: Total War
-Alien vs Predator + Alien vs Predator: Primal Hunt (funny as hell in multiplayer :P)
I'm sure there's more, but I can't think of anymore right now :P