The Cat Lady, maybe with Half-Life 2 as a close second.

http://gamejolt.com/games/jeff-the-killer/16949 is without a doubt the highest quality game created by mankind, nothing can top it no matter how hard it tries.

To be serious, I suck at picking favorites of anything. I'd probably go with Half-Life 2 or either Final Fantasy 7 or X.

For me, it depends on the genre.
Metroidvania: Metroid Prime
Horror: Amnesia : The Dark Descent
Sandbox: Minecraft
Action Adventure: Zelda Twilight Princess/Majora's Mask
RPG: Dark Souls
All are the best of their fields so to speak. Well, that I've played of course.

Too many to list, but I'll list a few.
Portal, The Stanley Parable, Perspective, Surgeon Simulator, Undertale

It's also hard to tell for me. I like the following games the most:
Minecraft, SCP: Containment Breach, Counter Strike (all parts) and Garry's Mod.

Mass Effect Trilogy, Kerbal Space Program

Fallout 4 and Minecraft

either Fallout: New Vegas or Garry's Mod

I take my Fallout 4 back, I barely touched NV because I was going to mod it first, but I love what I see so far.

Definitely Danganronpa 2: Goodbye Despair

And just loving it even more with the Danganronpa 3 Despair Arc, Anime