Wow I don't think I can pick so easily... I'll do it like this and tell you my favorite by CONSOLE:
NES: Magic of Scheherazade - *hipster glass* you probably never heard of it... Seriously though this game was so far ahead of it's time, not in graphics obviously, but the gameplay, so deceptively simple, comes across at first like a Zelda-clone with Arabian Nights theme, but add in to the mix time travel, RPG turn based battles that required tactical colleges to teach you how to beat them, tons of companions, a basic "haggling" system, classes, mazes... it just had everthing and it's a real shame the game is barely remembered anymore.
Super NES: Earthbound - Such a hard system to choose for, but Earthbound is the game I come back to over and over again. There's a certain charm there that's created by the idea of a Japanese interpretation of modern American life that's illustrated through whimsical, deceptively simple graphics that somehow work great... that just I can't see ever being reproduced again. No other game perfectly captures the feeling of childhood for me like Earthbound does, it is just pure cathartic zen.
PS1: Legend of Mana - Another tough system to pick for, despite many great Final Fantasy games, Wild Arms, Legend of Legaia, and so many others... Legend of Mana I have played probably the MOST. It has so much content and charm packed into it and yet is so often overlooked due to it's odd story structure. It's true that you don't get a true feeling of what the main storyline is (there's actually 3 main ones that kind of come together at the end) until a good ways into the game, but every quest is fun, every area you go to is unique and interesting, and never even remotely feels rehashed from another part. The combat and interface are rather simple but contain a surprising amount of depth. What I love is the degree of customization and control over your character and your world it gives you. You literally build your world map one area at a time as you progress. Your home where you start at becomes a central hub to your story where you collect encylopedias, have an ongoing diary of your adventures, have a garden you can plant and pick fruit from trees at, a monster corral to collect and raise monster eggs you catch, a workshop that lets you build your own magical instruments, weapons, armor, and even companion golems to fight with you, and even 2 apprentices that will go with you on your adventures if you ask them. I could just rave about this game for hours, but the last point I'll make is despite being a PS1 game, due to it's 2D Watercolor inspired palette, the game still looks gorgeous even by today's standards.
PS2: Dragon Quest VIII - Ask me again tomorrow and I'll probably say Final Fantasy XII, I keep flip flopping on this, but Dragon Quest VIII reignited my love for Dragon Quest with such a passion that I now own every game in the series except 7 and Monsters 2. It just has so much charm, the game is gorgeous with a huge world to explore, a great soundtrack, an incredible battle system, a light hearted but endearing story, and sooooo many extras from an alchemy system you can combine almost anything, a monster arena, hidden dungeons, a special unlockable "true ending", mini medal collectibles, and casinos!
PC: The Elder Scrolls - This is cheating but each game from Morrowind to Oblivion to Skyrim has eaten up thousands of hours of my life cumulatively, so it'd be wrong of me to not admit it's got to be number one, and I don't think I need to explain why, because even despite the hundreds of hours of content that each game comes packed with, add in mods and the fun will literally NEVER end.
I didn't include all consoles I ever owned, just the ones with RPGs I consider my top favorites.