Daggerfall - It was big, it was amazing, but it had a few limitations (I wanted to settle down and set up a buisness, but no!) which stopped it being a classic to me. Sure, I liked it, but I could never have bothered to finish it, and it had an aweful lot of bugs.
Half-Life - I still think that HL is the greatest SP experience ever. Calling Half-Life a game is an insult. Half-Life is a dream. I especially like the fact that from the start of the intro sequence to the end of the conclusion, you ARE Gorden Freeman and you see every singly inch. I want someone to draw a map showing the path all the way from the start of the tram-ride to as far as possible (probably to the point where you get knocked out).
Deus Ex - I love it. So many people which I talk to seems to hate it, but PC Gamer game it GOTY and we all know that PCG know everything. Also, DX multiplayer is looking good and getting better.
UT - I don't know why UT is great. The interesting weapons? The awesome AI? The varied levels? You would think that a game like UT might get repeditive, but it never has for me.
Wing Commander 4 - Dosen't anybody else love this game? The only WC which I played, it rocked both as a movie and as a game. Wing Commander 4's casting cost more than the (pathetic) Wing Commander movie.
Quake 3 - sucks.
Quake 1 - Remember the old debate of Quake vs Duke Nukem 3d? You'll remember that Duke 3d was more popular, and although Quake supporters had some good arguments ("Duke isn't 3d at all!") Duke 3d was IMO much better. In particular, it look place in semi-real-world-locations. Even Quake 3 still hasn't got the idea that we are sick of gothic temple things.
Although I hear that today, Quake is still played a lot and Duke 3d isn't.
Oh, I forgot Jedi Knight. JK had objectives in a FPS. Madness! You mean you don't just try to find the red button? JK also had cutscenes between every mission and it had lots of other cool stuff.
Other good games: Black & White, Die By The Sword.
(later)
...Hmmm.... I guess you only wanted to know about my favorite game, not every game I ever played...