-Ack!- on 23 February 2015
This is really tough choice between: Heroes of Might & Magic, Pokemon, Ratchet & Clank, Metal Gear, Uncharted, Total War, Dawn of War, BFME, InFamous, WipEout, Rayman, Batman: Arkham franchise, God of War, Tekken, and so on...
My answer is that I don't have a favorite, but if it doesn't count I'll say Heroes of Might & Magic for the nostalgia.
Edit: Picture added
