Well I'm not much of an RPG fan so I'll just list the ones I've played through but the first one is definetly my favorite.
Star Wars Knights of the Old Republic
Pokemon Diamond
Pokemon Colliseum(GC)
Yea I think that's it. I mean I've tried playing through Morrowind and Fable but never finished. KOTOR is really the only one I ever loved completely. The pokemon games are just really fun.