Atari 2600 - Mrs. Pacman, Combat, Defender (God, I still LOVE Defender, one of my all-time favorites), Missile Command
NES - Super Mario Bros, Super Mario Bros 3, TLoZ, Kid Icarus, Metroid, Tecmo Bowl, Bionic Commando, Baseball Stars (so far ahead of its time that it was ridiculous)
SNES - Super Metroid, Mario RPG, Link to the Past (drawing a blank on other games)
Genesis - Sonic 2, Street Fighter 2, Altered Beast, Golden Axe, Warriors of the Eternal Sun (my first memorable WRPG), Shadowrun (again, ahead of its time)
Playstation - FF VII, Gran Turismo, Silent Hill, RE2, MGS, lots of others
N64 - Mario 64, Ocarina of Time, Goldeneye
Saturn - didn't play it much but Panzer Dragoon was one of the few I got some time with
Playstation 2 - ICO, Shadow of Colossus, GT3 (mainly because I HATED it), Guitar Hero 2, Okami, lots of others
Dreamcast - Shenmue, Ecco the Dolphin, Soul Caliber
Xbox - Splinter Cell, Halo, Psychonauts
Gamecube - RE4, Super Mario Sunshine, and that's about it, really. The GC didn't do much for me.
Xbox 360 - Dead Rising, Halo 2, Mass Effect 1/2, Bioshock
PS3 - Heavenly Short, Uncharted, LittleBigPlanet, and how much I complained about MGS4
Wii - Twilight Princess, Wii Sports, SMG, the usual suspects go here
PC (this will be fun) - Counter-Strike (best. game. ever.), Half-Life 1/2, Fallout 1/2, Doom II, Warcraft 2/3, Grand Theft Auto 3, BF1942, Deus Ex, Baldur's Gate, Command & Conquer, X-wing vs. Tie Fighter (oh, how I miss you, LucasArts), Escape from Monkey Island, Myst, Descent (fuck you, vertigo), Castle Wolfenstein
I know there are at least 50 games I'm missing here, especially on the SNES, PS2, and the PC (really missing a lot of PC games here).
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