The games I've played the most in my life are:
Baseball Stars (NES)
Tecmo Super Bowl (NES)
Tetris (NES)
NHL 94 (Sega Genesis)
Golden Eye (N-64)
I've also played many of the different incarnations of Madden.
As Donnie and Cusetroop have previously said, I think Golden Eye for Nintendo 64 was by far the game that I've had the most fun with. We literally played golden eye with four players for about 4 years straight. My favorite level was the stack and it wasn't even close. The other levels were too big for the most part in my opinion. We also used to play slaps only on a license to kill, and then someone would be Oddjob and ruin the game.
I also loved playing Mario Kart, even for Super NES it was fun, but it was really fun for N64. Personally, I consider myself to be the best Mario Kart 64 player that I've ever seen. We've also had a lot of heated battles and arguments over this game as well.
Another game that we also found fun, was Wayne Gretzky 3D hockey was a ton of fun. We've gotten into so many intense arguments playing 4 players on that.
Ken Griffey Jr. baseball for N64 was also fun, but the realism factor was pretty stupid in my opinion. You could trade 2-3 players that had a rating of 30 for a player rated 40, then just claim the 30s back off of free agency, etc. The scores would also be 100 to 1, so that sounds realistic. You could also just toggle running the bases and confuse the computer that way.
Tecmo Super Bowl was probably my favorite game as a little kid. I always liked Castlevania and Metal Gear too.
Later on we started playing online computer games, and I was never a fan of counterstrike, but we played America's Army quite abit. It was ridiculously fun.
There are way too many to list, but obviously Mega Man was heavily played by me as a kid as well. My brother loved Final Fantasy, Chrono Trigger, Suikoden, etc. We also played and liked Mortal Kombat a lot, but I think Killer Instinct Gold was one of my favorite fighting games.
