I was writing a list but it got too long, but really, even picking out top 5 is a difficult task. I'll try to narrow it down as much as I can,
All games are PC versions unless otherwise listed:
Guild Wars
Dear Esther
Spec Ops: The Line
Battlefield 2
Half-Life series, including BS and OF
Counter Strike games
Crysis
Commander Keen
Battlefield 2
Bastion
Oblivion
Psychonauts
Diablo 2
Call of Duty 2,4 and 6(MW2) (Yes, I know CoD games aren't good games, but they get to be in my favourites simply because they've provided me with so much mindless action and fun. Kind of like Steven Seagal. You don't mess with Steven Seagal."
Portal
Pokemon Yellow for GBC
These are all games that all have a special place in my figurative heart. Picking a single favourite from these is a nearly impossible task, so I'll leave it at this list. I've probably forgotten a few games that probably should be on it as well.