Mine would have to be, well, pretty much everything I've played, but here are a few of my favorites:
The whole C&C series, excluding Generals (computer can't play it, so I dunno what it's like yet
)
Half-Life, and all it's storebought mods (Counter-Strike, TFC, Blue Shift, Opforce, etc.), plus Firearms and NS
Halo (great X-box FPS, I didn't think they could pull it off, but they did, and very well at that)
Starcraft and its addon (Brood War), although I didn't like the damn lurkers online against people who knew how to use them
Quake 3, Unreal 2003, Counter-Strike, Counter-Strike, and Counter-Strike, to name a few fun FPS (Richochet is kinda nice too - comes with newest update of HL)
Those are current favorites, but here are some honorable mentions from the past:
Arcade - Pacman (munch munch munch!)
N64 - Conker's Bad Fur Day ("I am the great and mighty Poo, I'm gonna throw my shit on you.....")
Nintendo - Mario Golf (I never quite figured out how golf works with a 2 button controller)
N64 - Star Wars: Rouge Squadron - Pretty fun, and good graphics (in fact, I'm gonna go play that right now, cya)