Back in the days Duke Nukem was my favorite, of course. Then Counter-Strike when it came around, albeit it got old pretty fast.
But looking back at this point, I'd say that the best games I've ever played were
Baldur's Gate and
Fallout 2.
I have bought the deluxe edition of Battlefield 1942, expecting it to maybe become another favorite of mine, especially with some friends of mine being into it, but unfortunately the new gfx card I picked up to be able to play it (64mb ATI All-In-Wonder doesn't cut it for anything any more) didn't work and I have to exchange it before I can play.
So let's hear your favorites.
