I am going to make a list not necessarily based on what my favourites are, but more what games are the most well rounded. If that makes sense. For example, Goldeneye is my favourite FPS, but it is far from the best ever.
In no order
Starcraft
Chrono Trigger
The Legend of Zelda: Ocarina of Time
Resident Evil 4
Prince of Persia: Sands of Time
These games are all far from perfection, but they all do a good job of integrating story with gameplay, have great music, solid gameplay, controls that work well with the games, are fun, have high replay value. They all have their faults obviously, but I am pretty happy with that list.