The Ace Combat series is easily my favorite of all time. The PS2 trilogy along with the PSP games had amazing storylines and music that fills me with excitement to this day. My favorite game from that series is probably Ace Combat 5: The Unsung War for its excellent plot and amazing soundtrack.
Hmm quite a big question.
Gonna have to say...
A great hack and slash game with tons of things to do in it. I got it last year and I stll haven't done everything in it yet. You should consider playing it.
Paper Mario: the Thousand-Year Door. It's a perfect blend of RPG elements, platforming, humor, presentation, and most importantly of all it's the first time there's ever been a Mario game that tried to make you care about its story and characters.
There's a lot of video games that stick out in my mind and so my favorite video game changes from time to time depending on my mood. Aside from Cave Story, I really like Ori and the Blind Forest a lot, as the controls are very fluid and the difficulty is just right. Also the music in Ori is downright beautiful.
Perfect atmosphere paired with an engaging story, deep lore and an immersive world and you've got yourself one hell of a game. Yeah, Bioshock 2 beats it out in gameplay and Infinite has the best narrative and characters by far, but what both of them lack the first makes up for in spades.
Also, crossbow + natural camouflage tonic is so fun.
I still look back with nostalgia eyes at the Ultima VII series... Baldur's Gate II was pretty memorable as well.
When it comes to my all-time favorite... I probably will still pick the former.
There have been SO many favorites though. Many deserving high praise... And those multiplayer games where the experiences with players are worth far more than the game itself... I'm tempted to list favorites by category and time periods lol