Most of my favourites were already told, so I will give you a few of great small games I just like.
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Meat Boy
Go, Beryllium!
Time, Gentlemen, please! and Ben there, Dan that!
Iji
AaaaaAAaaaAAAaaAAAAaAAAAA!!! - A Reckles Disregard to Gravity
These two, forever. I haven't actually played through Iji since 1.3, but If I can complete it without killing anyone, that would be so boss. AaaaaAAaaaAAAaaAAAAaAAAAA!!! - A Reckless Disregard to Gravity was just a really fun, really cathartic play.
Dwarf Fortress, Cave Story, Okami, Half Life and its sequels, Portal.
I want to play Fallout 2, and people keep on telling me it's the shiz.
It's the shiz.
I'd have to say that Pokemon has stolen at the very least 400 hours of my life, however, 200 of that is owned by Pokemon Ruby ALONE. Lvl 86 Blaziken? Hells yes. Unbeatable lvl 50 Battle Tower team? Hells yes. I'd have to say my favorite is Crystal, more or less because Lance is soooo incredibly hard to beat if you've only trained one or two Pokemon through the whole game.
Up next on hours carved from my life is Team Fortress 2, at 303 hours. That game is so damn fun that I can't even describe it. Pinning people to the wall by their head with an arrow. Oh yeah, I'm up for that any day.
However, FFTA has also taken at least 120-200 hours away from me, but that was such an immortally fun game. I fought the end boss at one point and decided to do a combo on them. It was 453+999 damage. Maximum hp only goes up to 999. And they didn't have no maximum hp.
I did borrow Disgaea 2 from a friend at one point, and that was incredibly fun, just making my characters incredibly ridiculously powerful.
Starcraft was also really fun, when I could find single player playable UMS maps. I never could beat the AI opponent without cheating.
Oh! and there is also Sonny and Bubble Tanks.