SMB2 and Punch Out were two of very first games I really played, renting them for a weekend.
Double Dragon I have on my Master System.
I played whole lot Nethack back in the day.
Maniac Mansion was the start of Lucas adventures, some of the definitely best games ever (one or other I'll surely vote in 90's).
And it's really hard to ignore Final Fantasy. Specifically the first game is one of very short list of RPGs that I've played twice.
But even so, I'm too voting other, except it's hard to say which that is. I'd like to also say Sid Meier's Pirates!, but I have to go for the best Master System game ever: Phantasy Star.
Phantasy Star was my first JRPG (or any RPG) and it still stands against lot more evolved games. What I particularly love about PS1 is how it fades being linear. It annoys me when RPGs are clearly linear, that you have to always find object or kill boss to move on to next area. It's not that PS1 doesn't actually work like same as most RPGs, but it's able to fool you to think it doesn't. You advance in so different and complicated ways that you don't realize it's effectively same as getting through a door to next valley or dungeon (even in the case where it literally is that). That's just good design/writing.