In no particular order:
Touhou series (6th is my favorite of the bunch, followed by 8th and fuck it by 11 even though it's hard as balls)
Dragon Warrior series (Mostly the 1st, 3rd and 5th games. Played a bit of 2 and 4 and I love the monsters series except Joker. That game wasn't too good. Gotta try out 6, 7 8 and the rest one day).
Disgaea and Phantom Brave (Really the only NIS SRPGs I played. I gotta play the rest of them one day).
Megaman series (Classic, X, Battle Network, not Starforce, Legends 3 never ;~
Yume Nikki, Yume 2kki and Lcd Dem. Don't really care for the rest of the fangames that much.
Various assorted fighting games (Street Fighter, KoF, Melty Blood, Guilty Gear, Virtua Fighter, Samurai Shodown, etc.)
Various Roguelikes (Shiren the Wanderer, Pokemon Mystery Dungeon, Dredmor and so on)
LSD (>_> I still don't hate it even though it's overdone to hell)
Certain RPGMaker games (Ib, OFF, Witch's House, etc.)
Earthbound series
Streets of Rage series
Shenmue series (Shenmue 3 never ;~
Final Fantasy Tactics (Really one of the few FF games I like. 6 and 2 as well).
Pokemon series (Though I guess I mostly grew out of it again. Don't really feel like playing the newer games anymore)
Deus Ex series
Fallout series (Never played 3 though)
Morrowind (Oblivion was okay. Never played the rest)
Ninja Gaiden series... Sorta.
The World Ends with You.
Metal Gear Series.
Various visual novels from folks like 7th expansion and TYPE MOON
Legend of Zelda series
F-Zero series
Phoenix Wright (Never played past the first game though, sadly)
Castlevania series.
Super Robot Taisen series (Large reason why I imported a fucking Japanese PS2. Just to play these fucking games).
Planescape Torment
Metroid series
Katamari series (mostly the first two games. Never played the rest)
Twisted Metal series (Only really played 2 and Black though)
Dark Cloud (Never played the 2nd one. Should one day)
Golden Sun series
A game called Iron Sword for the NES that I really love for some inexplicable reason.
Mickey Mania and Quackshot, two very good Genesis Disney games.
A game called The Dark Spire for the Nintendo DS.
Can't think of anything else. So yeah. That's about it I think.
IF I were to list a favorite game of all time... Phantom Brave. I spent so many hours grinding on that game and am still am grinding on that game yet again, lol. I replayed the game at least four times now and have nearly every version except the PSP version, which I'll eventually get. The story line is beautiful and feels inducing too.
second favorite of all time would be Dragon Warrior Monsters 2. Dem randomized dungeons were fun as hell and breeding all the monsters and stuff was incredibly fun.
Third would actually probably be Yume Nikki. I still think it's a brilliant game and I love everything about it.
Fourth might be the Zelda Oracle games maybe.