Cant really pick a single one.
Discworld 1 - It really wow'ed me with the amazing art style, atmosphere, characteres and voice acting - it was the game that sparked my interest in game dev and graphics. Thanks to it game I'm working in the gaming biz now.
Age of Empire 2 - I remember seeing first screenshot in magazines. My jaw was on the floor. The visuals were amazing and it was fulfilling my dream of builing my own town/castle.
Heroes 3 - Again, amazing graphics, sounds and gameplay. Best in the entire series or even genre. I still play it to this day.
Need for Speed 2 SE - Not only the game was amazing, but also it was first game that I've played with gfx accellerator
Carmageddon 1 - OMG I CAN MURDER PEOPLE AND DESTROY OTHER VEHICLES TO WIN THE RACE! That was super fun back then and the gritty atmosphere was amazing.
Diablo 2 - First time I've played it to see all the cutscenes. I ended up loving it. I remember beeing scared shitlessly when entering Mephisto lair (or any boss location actually). I loved the difficulty system where you had to finish them in progression and each of them added something new to the game. It was so engaging, that I've spent 48h playing it without any break - it was the only game that I did that with.
WarCraft 3 - Same as diablo. I've played it for cutscenes and ended up loving the lore and gameplay.
WoW - Ok, I was really a child at that time, but holy shit, I can play with sooo many other people at the same time!? And it's an open world?! I have to pick side of the conflict!? OMG I can do 40 men dungeons?! I can raid other cities with friends and make enemy faction players life a living hell!?? Holy shit, everyone, look at the amazing armor im wearing, you jelly!?? This game was just fantastic.
Legal street racing : Redline - While the game had shitty racing elements, car-building part was fantastic (all the big AAA titiles are joke compare to it). You could easly lose your bumper or even entire enging (depenging on how hard you crased) during a race and after it those things didn't magically reapear. You had to buy a new one. This made racing stresfull and fun at the same time.
Unreal 1 - NO other FPS game can match the atmosphere of Unreal (not UT). NONE! Theme, level design, visuals and that sound. I can still hear the ambient music in my head. It was almost perfect. Beaten only by Quake 2 character movement and gun feel.
Honorable mentions :
Morrowind, Max Payne, Quake 2, Gothic.