Neat to see so many of my favorites on other people's lists. Makes me somewhat interested in the games I see that I have played.
Basing mine on level of obsession, the amount of fun I've had, and the amount of time I've wasted playing them (computer games only):
1. Baldur's Gate I & II + expansions (A great game series. Toss in Planescape: Torment and the Icewind Dale games also, I guess)
2. Europa Universalis (II especially, and related games like Victoria and Crusader Kings)
3. Master of Magic (I almost failed a semester of university because of this game)
4. Civilization & Co. (Alpha Centauri in particular)
5. Star Control II (I was okay for its time, and III stunk, II was something special, imo)
6. X-Com (UFO: Enemy Unknown)
7. Ultima VII (Started playing this series with VI, stopped with VIII. Probably wouldn't be appealing to me now, but at the time...)
8. Sim City II (The version that I played the most. Another game that I would probably find boring now.)
9. Master of Orion (I & II were great, II was terrible. I almost forgot this one.)
10. Pirates! (Really a bunch of games could go here: oldies like the Gold Box AD&D games, or flawed games with neat ideas like Lords of the Realm, and others. I'm a bit sentimental about Pirates! though, and thought it should make the list.)
EDIT: Doh! And DF too of course, but I think it has a bit to go before I put it on an all time favorites list. I just haven't played it enough, but I am getting obsessed.