Hmm, in no particular order, depending on my mood:

Mass Effect trilogy: each has problems, but taken together they're still quite good.
Starcraft, Starcraft: Brood War: my first real video game, still one of the best RTSes ever made. SC2 is good, but I was far less engrossed in the story and some of the race changes are puzzling. I just wish I was better at it.
Rome: Total War: How to run an empire 101. I loved this game, still need to get the sequel sometime. I also like Medieval: Total War, but I think Rome edged it out.
XCOM 2: Ignoring the crap ton of bugs it was great. Also love the moding community for it.
Legend of Zelda: Majora's Mask: Love this game, bunch of fun puzzles and dark depressing imagery. I played it before Ocarina of Time.
Arkham series: Quite a fun combo of beat em up, and the few times they try to add in a detective it's fun I wish they did more with that.
Super Smash Brothers series: The most fun fighting game I've ever played. Who doesn't want to play as Ganondorf and punch Kirby in the face?
Left 4 Dead series: Probably not great games, but sometimes you just want to murder a bunch of human-shaped mooks. The most fun I had in a shooter, and I think it strikes the right balance between being an unstoppable monster of destruction and points where you are absolutely worried that you'll live the next 3 seconds.
Dark Souls series: I love medieval weaponry, and if you ignore the magic it does that pretty well. I only played 2 of the 4 games though, I'll have to get that last one when I have the time.
Eternal Darkness: One of the most interesting and intense video games I've ever played, that had this right mix of horror and accomplishment.