Depends on the category. IMHO:
Adventure - Zork, Grim Fandango
1st Person - Halflife, Deus Ex, Jedi Knight 2
3rd Person - Myth 1/2, Diablo 1/2
Strategy - XCOM/Civ 1,2,3/Alpha Centauri/MOO2/JA2
Arcade - Bejeweled
RPG - Balders Gate
Simulation - The Sims, Janes 688i
If I had to pick just one it would probably be XCOM. It had the best combination of strategy and tactics of any game I have ever played. Even though it is over 10 years old and the graphics are cheesy, I still play it.
Jim Smith