Really not much of a gamer but my favourites are easily named:
Deus Ex
Deus Ex: Human Revolution
The Nameless Mod (quite brilliant DX mod)
Half-Life
There are a lot of other DX mods I like; what sets TNM apart is that it has original voice acting and some terrific original music. And parts of it are just hilarious. (I can't recommend it highly enough to fans of original DX, basically.)
There's a number of other games I liked but haven't played in years (Doom, Heretic, Hexen, Elite Force) or liked but not as much as the original (HL: Opposing Force and Blue Shift, both of which I ought to fire up again one of these days). I just don't have the time to get into anything new any more (though I imagine I'll make some for the forthcoming DX: Mankind Divided), so I go with what I know when I'm in a gaming mood.