It's hard to just pick one favourite...
Single Player
Strategy : Rise of Nations, Warcraft
FPS : Counter Strike ( all of them )
RPG : Oblivion, Skyrim.
Adventure : Assassin's creed.... ( AC 3 will be my best of them once it is released )
Minecraft is also a favourite although I'm not quite sure it which category it fits best
Lan/Online.
Moba : LoL
FPS : Unreal Tournament 2004, Counter strike
RPG : Diablo 2
Strategy : Age of Empires.
Freelancer ( also not sure which genre it fits in )