My favourite came would have to be Deus Ex. I think it quite possibly always will be as well. Of course, since I first played it I've played games far superior and more exciting, but your first true love never leaves you.
Hopefully I'm not being too bold in saying it's the same for a lot of us. A few have said "I wish I could go back and play that again for the first time." I don't think it was about the first time though, I think it was the age when you played it.
Most on the forum are around a similair age and these best games would have came out when we were still young lads...and when I was a young lad every game was awesome, so when you played a truly awesome game it was MEGA awesome.
Once you're older and have played a load of games though you can tell what sucks and what rocks. Meaning the awesome games are just awesome.
When I first played Deus Ex I was blown away. Truly blown away. One moment sticks in my mind in particular. When you first go to UNATCO HQ and you can explore it, you can go into the ladies bathroom. There's a woman in there who screams at you to get out. Later on when you're getting briefed on your next mission your boss tells you to stay out of the ladies bathroom.
I don't know why but that always sticks in my head. I was shocked that a game could actually know that I'd gone in there. It was a lovely touch in a game filled with lovely touches.
It was also one of the first FPS games I played where there were sections without shooting. Usually it was just moving between rooms shooting things (something even HL did) but Deus Ex had levels where all you did was walk around and observe, something which most FPS's do nowadays, but Deus Ex did so well.
It wasn't even a game after a while to me, it was just like a real experience. Games never give me that same breath of fresh air anymore, probably because I've lost my childish sense of wonder.
Deus Ex introduced me to so many new things, so many new ideas, now in a game they aren't new. It was the first time I'd seen so many things so it will stick in my mind always.
I think I've only been truly wowed by a game a handful of times since and it's never been the same. I remember playing HL2 for the first time and there's this moment where you're driving your hovercraft along a canal / river and a giant giant chimney explodes and falls in your path. That literally made me go "holy shit" as it was such a big unexpected thing to happen.