Hmmm that really is a tough one... Instead of a fave game of all time I think I can only put a few of my most enjoyable game experiences.
Super Metroid - I still go back and replay this a couple times a year. Still awesome
Half-life 2 -Just an amazing cinematic experience at the time.
Warhammer: Dawn of War 2
Mass Effect 2
Deus Ex 1
System Shock 2
Knights of the Old Republic 1
And one to add from recently is Tomb Raider as I went in expecting a meh game and couldn't put it down.