This list is not necessarily in order of preference, though it is nearly. Most were to damn hard to place above others.
If I had a big basket containing my favorite games, this would be the contents:

Cyborg Hunter (Master System)
Wonderboy 3 (Master System)
Comlumns (Master System)
Castle Quest (BBC Micro)
Half Life Series (PC)
Super Metroid (SNES)
Super Mario bros (SNES)
Kung Fu Kid (Master System)
Phantasy Star 4 (Megadrive)
legend of Zelda (SNES)
Mario Kart (SNES)
Space Invaders (Atari 2600)
Head over Heels (Amstrad PCW)
Fallout 2 (PC)
GTA series (PC)
Final fantasy 7 & 8 (Playstation)
Psycho Fox (Master System)

(XXX to be revised and finalised XXX)