Hard to choose but i'm gonna try to cover all the types of game i play;
The Entire Command & Conquer series - I still own hte origonal C&C somewhere
and IMHO they have been flying the flag for "This is how you do RTS folks" for a lot of years
Tenchu Series - i was torn between having this or Metal Gear as the best stelth game series on here but those death from above moves where you can impale someone - Genius
Neverwinter Nights - and possibly the sequal when i upgrade my pc to play it
this game showed what you can really do with an RPG and its almost infantly replayable
The Dark Forces / Jedi Knight series - As someone said earlier the early games in this series just showed people what you could do with a FPS and the later ones with force powers added such a great twist it just kept you coming back for more.
Finally i have to include a puzzle game - TETRIS - you may mock but this is one of the most simple games i have ever played but probably the most adictive and fun ones too it just shows what can be gone without fancy graphics and massive processing power!
Honerable mentions must go to some i would have put in a longer list however - The Total War series, KOTOR and KOTORII, The Legacy of Kain series, the Hitman series, Grand Theft Auto series, Quake series, Halflife series, Unreal Tournament, Lemmings, and Worms