Megamania... I pwned that game on the Atari 2600. I bought a Gameboy Advance and 99% of the time I used it, I used it to play fucking Megamania. I used to play lots of other 2600 games, like Pitfall and shit, but that was a long time ago.
Played a lot of Metroid on SNES/N64/GBA.
On Commodore 64, I played a lot of Boulder Dash, Jumpman series, Miner 2049'er, Hard Hat Mack, Loderunner, Bruce Lee, Yie Ar Kung Fu, Impossible Mission, Uridium, and all the fucking Infocom games.
On the PC, Psycho Pinball, Warcraft I (not the online MMO, the original PC game for DOS), Tomb Raider, Ultima III, Doom I, Doom II, Carmageddon, Grand Theft Auto (all of them), and Everquest. Recently, I'd have to say the Half Life 2 series, and Portal. They are all amazing games.
If you say The Sims I will stab you in the fucking eye.