Favorite game of all time: Zelda - A Link to the Past for SNES - that games ruled. I beat it like 5 times and if I had time, I'd do it again. 2nd choice for SNES would be the all original Mario game.
NES - hard to choose - I like them best to worst in this order - Super Mario Bro's 3, Contra 2, Contra 1, Super Mario Bros. 2, Super Metroid, those Ninja Gaiden games (forget the names exactly now...it was SOOOO long ago, I'm only 18 and it must've been 6 or 7 years ago). There are so many games for NES that I loved so much, just thinking about them makes me want to go out and buy an NES all over again.
Game boy - Tetries, Zelda, Mario, Skate or Die - of course, those are like the only games I ever played, but they were so addictive and I loved them.
N64 - Zelda, and the original Mario
PC - Diablo 1, Diablo 2, AOE 2 - Age of Kings (AOK), AOE 1, Heroes of Might and Magic (they just kept getting better and better, bigger and bigger, newest to oldest, best to not so best), Warcraft 2, Starcraft, Red Alert 2. I like NFS4 too, it just depends on my mood. Same with Quake 3 and Half-Life.
Sega Genesis - Kid Ikarus, Sonic the Hedgehog (I loved ALL of them, classics)
I LOVE CLASSICS!