TLOZ: Majora's Mask is probably one of my favourite games, mainly because it was the first Zelda game I have completed 100%, loved the story and just generally thought it was a great game, despite only having four 'main' dungeons. I particulary loved the omnious feel of the game, and the moon was defintiely creepy back then. :P It was also the game I got my first guide for, although it came free with it. :P The guide taught me about the song of double time, where to get every mask etc. which helped A LOT when I was younger. :) Even with the guide, I remember getting stuck in some of the dungeons (the blocks in the Snowhead Temple, anyone?) and even dying a few times at the beginning of the game due to not doing all the stuff quick enough/decidng to explore Clock Town instead of doing stuff I had to do to get into the Clock Tower. I also remember getting stuck at the Beneath the Well section of the game (the part where the gibdos wanted stuff) and the guide was really helpful then too. It was very informative. It even told you where to get every heart piece. Oh, and there was a Bestiary section, and I remember noticing a strange monster which I actually never found in-game. It's a mystery to me even now, and I don't know whether I confused it with something else or what. I feels so old writing this. XD IIRC, it looke dlike a giant fish thing. One of my favourite games, and definitely my favourite Zelda game. :)
Pokemon is an obvious one, although I am not into it now as much as I was then. My favourite would probably be Pokemon Crystal. It introduced animations, being able to play as a girl (which I did because it was brand new back then) and made me like Suicune a lot. :) And there was Eusine. XD And i also remember trying to attempt the Battle Tower. :)I have a lot of fond memories of that game. :)
Finally, a newer game, although still pretty old. The Elder Scrolls IV: Oblivion is a game I spent countless hours on. Several times I attempted to make a character that was the highest rank in every faction, completed the main quest and every side-quest. I never did though, but I know I made loooooads of characters, mainly Argonians. Lizard people FTW! XD I tried the other races. I particulary remember playing as a Nord, Breton and a Wood Elf. Good times. :) I still enjoy playing it today, although not as often. Also, I can't wait for Skyrim. Just saying~ :D
TL;DR: My favourite games are probably The Legend of Zelda: Majora's Mask, Pokemon Crystal and The Elder Scrolls IV: Oblivion. :)