Tyrian
Castlevania SOTN
Any id software game

i've been playing that on my PSP since i picked it up in june. by far the standout title for me on that system. the brilliance of its design, the leveling, even down to the detail of how items and weapons are leveled...
i haven't "beaten" it yet, tho. its one of those games i'm quite happy to be taking my sweet time playing (the fact that its on a mobile system helps. i only ride the subway 2 (at most) hours each day).
this thread is reminding me that my list of favorite games would be hundreds of titles long...

Fallout 2
Deus Ex
Duke Nukem 3D
And loads of others, it's impossible to narrow it down to 3 :(

1. Thief
2. Half-Life
3. Baldur's Gate
Not necessarily in this order, and there are many, many others. But these 3 are the ones that come faster to my mind when I think of the best games ever.

Suikoden II (PSX)
One of the first RPGs I remember completing and really being engrossed in. The first game was great, and when I discovered a sequel had been made (by suddenly seeing it next to the original on a store shelve) I grabbed it up and ran home to play it. The charming, homely setting, vast cast of interesting characters and mix of strategy and RPG elements make this one of my all-time favorite games. An absolutely amazing soundtrack too.
Earthbound (SNES)
My first RPG. I played this with my mom, and didn't really ever get past Happy Happy Valley until I was old enough to appreciate the game for what it is: A down-to-earth RPG about a kid who likes steak, and has a jackass next door neighbor. I finally bought a copy of it a couple of months ago and love it to death. Like Suikoden, some of the best game-music around. Worth $60 easy.
Galaga (Arcade)
Not the first shooter I played, but easily the one I put the most time into. The intro theme might be my favorite 9-second midi around (guess music means a lot to me). The controls, graphics and effects are classic. Once I'm out of college an original cabinet of this is a goal.
First three that come to mind. It's tough though, between Galaga and Space Invaders on the 2600.

Boy this is tough
My 3 would be
Civilization 4
c & c Red alert
Elder scrolls - Morrowind

Too hard to say definitively.
I doubt many people would put it at the top of their lists, but when it comes to modern games I have a soft spot for Max Payne 2. There's something about the level design and music that makes me love it.
Mike Tyson's Punch Out (NES); Wasteland; Half-Life; Oblivion
But there's too many more contenders to list, really old school and new.

3: System Shock 2
I came across this game one day in 1999 or 2000 and decided to pick it up based on what I had loosely read in a magazine a while back. I didn't even know there was a System Shock 1 before it years ago. This turned out to easily be the best impulse purchase I had ever made-a thrilling blend of FPS, RPG (in the character upgrade sense), and survival horror. It was this game, along with a demo of the original Thief, that cemented many nostalgic gaming memories and a love for Looking Glass Studios, even after they went under.
2: Deus Ex
I was a bit late to the party with this game, but after hearing that it was going to be on a CGW DVD in full version GotY form with Thief II and three other full-version games, I had to have it. The magazine was found as a stocking stuffer that Christmas, and I didn't hesitate to install it, having been pleased with the demo I played some time ago. I was greeted with perhaps the finest blend of FPS and RPG ever made. Unlike most FPSs, in Deus Ex, you are free to handle most problems however you see fit. Brute force, stealth, or perhaps even persuasion-the choice is yours.
1: Star Control II: The Ur-Quan Masters
You all should have seen this coming after looking at my avatar. Surprisingly enough, I never even played this game until around 2005 or 2006, whenever UQM 0.4.0 was the latest version. It must be saying something that a game originally released in 1992 would debunk my prior greatest games ever listed above soon after playing it for the first time, many years later. I soon found myself in a vast universe waiting to be explored, and it wasn't long before I realized that I was far from alone. Each of the various alien races you meet has a distinct charm and charisma, and the dialogue is generally well-done and frequently hilarious (especially the Spathi-the race represented in my avatar-and the Zoq-Fot-Pik). The battle system is kind of like Spacewar with a planet that acts as a gravity well and two ships blowing each other up, but each race's ship has a variety of nuances that can give it the edge in a fight. The music is also impressive-especially the catchy HyperSpace tune-and it was all submitted to the developers as entries for a contest! (You can probably guess which submission won the grand prize right after you hear it.) And, finally, the main villains in this game are about the only villains in any game I've played that I've ever felt almost sympathetic for. Almost. I won't spoil it for you-just go over to sc2.sourceforge.net and experience it all for yourself.

It's impossible to do a Top 3, but to show how many great games that are really not known I am going to list 3 RPG's that would definitely be in my Top 30!
They are:
Darklands
Sword of the Samurai
Sea Rogue
.... And they were all released by Microprose!!!

Fallout 2
Advance Wars DS
Baldurs Gate 2: Shadows of Amn

Final Fantasy VII - the first Japanese developed rpg that I ever played. Infact, I bought a PS1 a week before it was released based entirely on a 2 minute video a friend showed me from a magazine cover disc. The scale of it blew my mind, and it remains my favourite rpg (and game probably) even though some of the other FFs are better. Even sadder is that various forms of Red XIII still adorn my monitor ;)
Thief the Dark Project (ok, all three of 'em!). Some of the scariest moments in gaming are held within this series, with a level of tension that you rarely find in any other games.
Lazersquad (and can I throw Lords of Chaos in as well?!). Countless hours lost with this playing multiplayer against my mates. Grenades in potted plants never get old ;) Oh, and as another bonus, the original Chaos is occasionally broken out on a Speccy emulator as well :)

Darklands! Has anyone here ever played Deathlord? I found it randomly in the late 80's on a clearance shelf in a toy store my family passed on the way somewhere distant -- in other words, total chance. It was $2.
A fantastic game.
Also, Grelminar's Staff anyone? John Carmack made a FUN little RPG with that one. You can still find it out on the net, I don't think it was ever licensed for sale. I own a copy though, came on a Softdisk issue back in '89 or so.

Hmm, let's see:
X-Com: Enemy Unknown (Great, great replay value, I still play it through DOSBox)
Fallout 2 (Flexible classless character creation & advancement, which also affects playstyle)
Starcraft (Nicely balanced races with truly different feel to each)