1943 European Air War
Battle of Britain II
Flying corps gold
Il2 sturmovik 1946
Tie Fighter

Xcom - Terror from the deep
Fallout 2

Space Empire V
Master of Orion 2

Crusader Kings II
Total War : Rome
Total War : Medieval II

Archtung Panzer : Operation Star

Civilization III
Railroad Tycoon 3

Edit : by genre rather than by order of precedence. Tie Fighter, TW Rome and Fallout 2 would be the first 3 , in that order. I must be a deviant of some sort, not many newer games in there and even 4 that can't be found anymore

No order:

Civ IV
Shadow Man
Resident Evil 2
Oblivion
Planescape: Torment
Arcanum
VTMB
Doom II
Crash Team Racing
Scarab of Ra
Deus Ex
Torchlight II

I bought Dragon Age: Origins about 2 weeks ago, very fun game

Off the top of my head (in no particular order):

Duke 3D
ROTT
Blood
Commandos series
Jagged Alliance 2
System Shock 2
Thief II
Fallout New Vegas
Quake 2
Unreal
Medal of Honor: Allied Assault
Half-Life 1 and 2
SWAT 3
Rainbow Six
Ghost Recon
Worms 2
Red Alert 2
GTA San Andreas
The Elder Scrolls III: Morrowind

Only from GOG? Or only for PC? Or from ever? If that´s the case, the list would be huge. Some of my favourite ones are, in no particular order and missing many of them:

* Sonic titles.
* Rayman titles.
* Dynamite Headdy, Gunstar Heroes, Guardian Heroes.
* Rez, Child of Eden.
* Day of the Tentacle, Sam & Max Hit the Road.
* Dungeon Keeper, Theme Hospital.
* Doom, Doom 2, Wolfenstein 3D, Duke Nukem 3D, Blood.
* Braid, Fez, Super Meat Boy, La Mulana.
* Gears of War 1, 3.
* Halo 1, 2, 3, ODST, Wars, Reach.
* Batman Arkham series.
* Age of Empires 1, 2.
* The Neverhood, Eathworm Jim 1 and 2.
* Alex Kidd in Miracle World, Wonderboy saga.
* Super Mario 64, Galaxy 1 & 2.
* Smash Bros saga, Wario Ware saga, Wario Land 1.
* Metroid saga (specially Super Metroid, Prime 1 & 2 and Fusion).
* Castlevania SOTN, CotM, AoS, DoS, OoE, HD.
* Sonic & Sega All-Stars Racing, Transformed.
* Call of Duty 2, 4.
* Soul Calibur saga, Street Fighter saga.
* The Darkness, Chronicles of Riddick Escape from Butcher Bay.
* Dead Space.
* Castle of Illusion, Quackshot, World of Illusion, Mickey Mania, Ducktales 1 & 2.
* F-Zero GX.
* Gradius saga, Salamander saga, R-Type saga.
* Final Fantasy VI to IX.
* Tales of Symphonia, Vesperia.
* Worms saga, Lemmings saga.
...

And the list could go on and on... There are too many awesome games out there to count them all. Both played and not played.

Right now it's all about Skyrim. But to list some previous favourites:
XCOM Enemy Unknown
Empire Total War
Medieval 2 Total War
GRID
Witcher 2
Fallout New Vegas & 3 + DLC
Morrowind
Deus Ex
VTM Bloodlines
and many more...

But....but...all my games are like my children...I cannot favour one over the other...*sniff*

Ok, let's get serious:
Richard Burns Rally - Best.Rallygame.Ever.

Will leave it at that, because...you know...my first sentence was not really kidding.

Hmmm. HmmmMMMmm. Hrm. Man that's tough.

Heroes of Might and Magic III Complete
Oregon Trail II
Assassin's Creed II
The Witcher EE
Brütal Legend
SW: Knights of the Old Republic
XCOM: Enemy Unknown
NWN 1, NWN 2
Mark of the Ninja
Bastion
SimCity 2000
The Bard's Tale
Crusader Kings II
Stronghold HD
On the Rain-Slick Precipice of Darkness 1, RSPD 2
Spiderweb games - Avernum saga, Geneforge Saga, Avadon. It's all really only one entry because I just think of them as one unit. It's like one game that never ends, and just changes it's skin.

Games I no longer play but absolutely deserve a mention:
Achaea - Best MUD I ever played.
City of Heroes/Villains - It might be dead, but it was still awesome.

Mass Effect series
Deus Ex
Knights of the Old Republic 1 and 2
Mirror's Edge
Batman Arkham games
Portal 1 and 2
Thief series
Indiana Jones and the Infernal Machine (if only for nostalgia's sake)

And that about covers it.