I fell in love with Morrowind when I started playing. Oblivion is good too, but it doesn't seem as full. I never ran out of stuff to do in Morrowind, but in Oblivion I seem to get bored easily. If only the combat/magic system from Oblivion could be transplanted into Morrowind (*eyes glaze over*).
After that, Civ series (especially Alpha Centauri), Final Fantasy VII and X (definitely not X-2 though), Freelancer, and Counterstrike. Those are the ones sticking out right now.