I already pointed out in another thread that my favorite among favorites for games is The Legend of Zelda: A Link To The Past. When it comes to the Zelda franchise, I was also fond of Ocarina of Time. Going back to Super Nintendo games, the Mario games also rank way up there for me.
As for a more modern games, my favorites are Metal Gear Solid 3: Snake Eater and Supreme Commander. In regard to the former, I loved the story so much and never saw a more awesome ending. The gameplay, too, is so much fun that I have played through the game again and again. As for SupCom, the sense of scale is incredible for that RTS. Also, the missions are addictive for the expansion pack, Forged Alliance.
I do enjoy WC3 myself
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Mine would also be the Legend of Zelda games. But for the new generation would have to be Modern Warfare 2. But as Arcade games, hydro thunder, night of the living dead, etc. There always fun to play at the arcades