I have too many games now to list my favourites... but there are some oldies that I've played for like 15 years:
Commander Keen, Wolfenstein 3D, Wacky Wheels, Worms, The Incredible Machine, Battle Bugs, Warcraft, Dune II, Lemmings (1, 2, Chronicles, paintball (3D is crap) and revolution), doom, duke3d, blood, shadow warrior, jazz1+2. Errgh there are some more, but those games are mostly old ones that probably 1/2 of you haven't played ever (at least when they were new).

Now, the newer games: Baldur's gate (1+2), Worms (2, armageddon, 3D, world party (WWP is a waste of money), Age of Wonders (2+shadow magic. I got into this too late to get into the first one), Dungeon Keeper 2, Morrowind, Battlezone (1+2), Planescape Torment (Best game I've ever played, and I've played a LOT of games), Lode Runner 2, Thief (1+2, can't wait for 3), Deus Ex, Rainbow six games (there are like 10 of those stupid games. still good though).

Errgh I believe those are most of the games worthy of mentioning. There are probably 100 more, but most games are just doom/warcraft clones anyway that look nice.