For me its:

1. Mass Effect 2

2. Assassins Creed II

3. TES V: Skyrim

4. GTA IV

5. Mass Effect 3

Honorable Menitons:

Fallout 3
Mass Effect

Of all time? Tough question there, pal...

In no particular order:

Kingdom Hearts
Oblivion
Fallout 3
GTA IV
Megaman 64/ Megaman Legends

Edit:

Honourable mentions:

Hitman series
Assassins Creed series
Final Fantasy VII and XIII
Red Dead Redemption
GTA series
Bully
Metal Gear Solid series
Fable series
Sims series

List goes on...

Of amsll sit

X-Com ufo defense
smac
deus ex
smt nocturne

oblivion
Fallout nv
solitare (i've played more solitare waiting for things, hell for some games i play it during unskippable cut scenes and loading times)
RDR
Minecraft

Ocarina of Time
Ninja Gaiden
Resident Evil 4
New Vegas
Oblivion (it was my first one, so)

Honorable Mentions:

Fable series
Ratchet and Clank series
Banjo Kazooie series
Donkey Kong 64
Super Mario 64
RDR
GTA series
Fallout 3
Morrowind
Skyrim
Majora Mask
The Wind Waker
Jak and Daxter series
Ninja Gaiden 2
Resident Evil 5