I would have to say, i have a few depending on my mood.
Batman Arkham Asylum, -Story and perfect controls , voice acting etc.
Mass Effect 1 and 2, perfect mix of story, action and exploration (3 was a train wreck except for the citadel expansion)
Diablo 3, for those " i want to turn my brain off and kill stuff whilst watching tv" moments
Oblivion and to a lesser extent Skyrim for those " i want to turn my brain off and kill stuff from the shadows with an arrow to the knee" moments
Star Wars, Knights of the Old Republic (Not Kotor), if i want an awsome single player RPG with lightsabers
Kerbel Space Program, or "maths in space" for when i feel like i want a challenge.
and every now and then, i fire up Demon Souls on the PS3 because , try as i might, i just don't like Dark Souls 1 or 2, but Demon Souls rocks.
I guess i just dont have a "Favorite" game.. sometimes i even fire up Sonic the Hedgehog, Shinobi, Streets of Rage, A link to the Past, Mario 64, Ridge Racer, Tekken, Blastcorps, the Haunting, Ghouls and Ghosts, Hellfire, Golden Axe or any of the other terrabytes of emulated games ive got installed... so many games, how can anyone have a "Favorite" lol