I'll split it up into two lists, multiplayer and singleplayer:
Singleplayer:
1. Deus Ex series (First is my favorite)
2. GTA series (Favorite is IV, SA comes in very close second)
3. Half-Life series (Favorite is probably the first)
4. Morrowind
5. Spec Ops: The Line
(I would've stuck the Thief series in there, but I still haven't played them.)
Multiplayer:
1. Counter-Strike series (GO being played the most)
2. Team Fortress 2
3. Garry's Mod
4. Portal 2
5. CoD series (I tend to flip around with my favorite, but I usually go back to 4)