A lot of my playthroughs ended up being strangled by mod conflicts and bugs, but I kept trying again and again because I love the game to bits. I've been playing it on and off since it came out (in 2002!) and this represents only the second time I've beaten the main quest. But Morrowind is my favorite game, full stop. Modded Fallout 3 is my favorite brutal post-apocalyptic scarcity simulator.
Unreal Tournament '99 is my favorite arena shooter. Warcraft III is my favorite real-time strategy game. Chrono Trigger is my favorite console RPG. I'll always clarify it when it comes to others.