I always say my "Favourite" game is Secret of Mana from the SNES. I don't play it very often, but it was the first game that made me feel something when I was a kid, so it's a huge nostalgia factor.
In the Final Fantasy series, 7 is probably my favourite, but it's the first game in the series that I played (and I haven't played any of the subsequent FF games since that one).
I got to Metal Gear Solid late too - I've only played 5 =D
I'm really into co-op games lately so I've been playing 7 Days to Die with friends, and Left 4 Dead 1 & 2 when I want a more casual experience ;)