If I have to pick just one, then it's Tomb Raider II.
Others I really enjoy:
The remaining Tomb Raiders
Resident Evil 1-3
Powerslave / Exhumed
Crash Bandicoot 1-2
Tony Hawk's Pro Skater 2-3
Future Cop LAPD
Castlevania: Symphony of the Night
Metal Gear Solid
Soul Reaver
Grand Theft Auto
And many more I'm sure. The PS1 had such a great library of games.