I would have to say Godzilla for the NES, Wizards and Warriors for NES, I use to love Rampage, Mario Bros, Bugs Bunny, Mickey's Adventure....tons of them. Practically everything for the NES I miss. I also miss some of my game gear games like the lion king or cool spot.
Atari Pong.... a true revelation of what fun can be.
Altered Beast... one of my first games
Sonic and Columns for Genesis....from then I ocasionally played till I got a PS1... And I entered the world of Tony Hawk which are my favorite game saga...And the latest are God Of War, Zelda OoT and Shadow of the Collosus
The first game I had (thus probably the most memorable) was LoZ: Link's Awakening.
But thinking back, I'll never forget picking up Pokemon (Blue for me).
Also I'll always remember when my friend gave me his copy of Vagrant Story, cause he thought it was crap. I played the sh*t out of that game, definatly my favorite ever. Then when I told him how amazing it was, the b*tch tried to make me give it back. Mofo ain't my friend no more.
Sonic the Hedgehog- My first game, and I'm still playing it (on the Sonic Mega Collection) after all these years. The other 2D Sonics were also awesome.
Legend of Zelda: Ocarina of Time- Got it for free with Wind Waker, and ended up playing it more than that game!
Final Fantasy IX- I remember this for its epic story and its interesting characters. Also, I thought the graphics were quite nice, in an artistic sort of way.
Zombies Ate My Neighbours- This ate away a lot of my free time when I was younger. I can't wait to see this one again on VC / Xbox Live.
Streets of Rage 2- Superb side scrolling beat 'em up, another one I'll be glad to see again.
Tales of Symphonia- Probably my favourite RPG. And it's a big 'un.