Wow...so many great games, how can you pick one?
My favorites by platform/timeframe (5 for each):
Atari 2600 - Adventure, Pitfall!, River Raid, Kaboom!, Raiders of the Lost Ark
Commodore 64 - Raid on Bungeling Bay, Pirates!, Ghostbusters, Bubble Bobble, Racing Destruction Set
Apple ][e - Taipan, Boulder Dash, Archon, FS2 Flight Simulator, Bard's Tale Series (1985-1990)
NES - Super Mario Bros., The Adventures of Lolo II, Baseball Stars, Blades of Steel, The Legend of Zelda
Super NES - Super Metriod, Super Mario World, Zelda: Link to the Past, Gradius III, Donkey Kong Country series (1994-1996)
Arcade/Coin-Up - Tempest, Star Wars, Ghosts & Goblins, Gauntlet II, Omega Race
Early IBM PC (pre 1997) - Star Wars: Tie Fighter, Civilization II, Diablo, The Hunt for Red October, A-Train
Late IBM PC (post 1997) - You Don't Know Jack series (1995-2000), Diablo II, Half-Life, Team Fortress Classic, SimCity series (1989-2003)
N64 - Bust A Move 2: Arcade Edition, Banjo-Kazooie/Tooie (1998-2000), StarFox 64, Super Mario 64, Zelda: Ocarina of Time
My all time favorite out of the above that I will always go back to is The Legend of Zelda: A Link to the Past.