In no particular order...
1. Deus Ex - The original. Freakin' love this game to an unhealthy degree. The graphics and combat may not have been particularly great, but I absolutely love the characters, universe, and story. I'd love to see the team that made DXHR remake it, especially if they include the MASSIVE amount of content that was officially cut to meet deadlines (like the White House level, Zhao mining facility level on the moon, the ability to stick with UNATCO, etc.). And honestly, all of that cut content is why I really wish the game wouldn't end when I play it, because in the back of my mind I know that in a perfect world it would keep right on going. I think I read somewhere that the Deus Ex that hit the shelves was only like a quarter or so of the content that they had originally planned.
2. System Shock 2 - Absolutely love this game. I love its blend of action and survival/horror. I love the build-up and execution of the SHODAN plot, and the whole "enemy of my enemy" theme from there on out. I love the audio logs and the story they tell. I always feel a little upset when I leave the UNN Von Braun for the Rickenbacker, because I wish there was just more of the Von Braun to explore. The fact that they made me wish I could explore more of the ship is a sign to me that it was just an incredibly well-made game.
3. Fallout / Fallout 2 / Fallout Tactics: Brotherhood of Steel / Fallout: New Vegas - Omission of Fallout 3 intentional as I wasn't particularly impressed by it or any of its many continuity errors, particularly involving the Brotherhood of Steel. As for the other games... I just love them. I haven't been able to find too many post-apocalyptic RPGs, which I love (especially considering how stale fantasy settings have gotten to me), and none with the widespread use of popular culture references, cheesy Americana, and dark humor which give the Fallout games their charm. I love the stories, I love the characters, I love the universe, and I love the style. Just wish they'd never end.
4. Dead Space / Dead Space 2 - Though I don't think these games are as good as System Shock 2, they still feel a lot like it to me in atmosphere. That nice blend of Event Horizon and Aliens that make for a good action and survival/horror hybrid. Because they feel somewhat like System Shock 2, it feels like the extension to SS2 that Bioshock failed to deliver (not that Bioshock was bad, I liked it just fine, I just don't really feel like it lived up to expectations), which makes me happy. So I wish these games would never end for similar reasons that I wish SS2 wouldn't end.