Only read my post if your bored because it turned out WAY longer than I originally had in mind, otherwise skip it!
My earliest memory of really being into games were of The Legend of Zelda and Metroid for NES. Honorable mentions in this area were Fester's Quest and Blaster Master, both were pretty dang hard. Super Nintendo brought Final Fantasy 2 and 3, Mario Kart, Mortal Kombat, Street Fighter 2, and Chrono Trigger. My favorite of this era hands down was Super Metroid. When spending the night at my friend's house I had to settle for Sega Genesis all-night sessions. It was Sonic 2, Kid Chameleon, NBA Jam, and Sonic Pinball. Favorite there was Sonic the Hedgehog 2, with Kid Chameleon a close runner-up. THAT was a hard game. Later with Playstation it was Final Fantasy 7, Persona, Vandal Hearts, Metal Gear Solid, Xenogears, Front Mission 3, Final Fantasy Tactics, Castlevania Symphony of the Night, Wild Arms, Tecmo's Deception, and Resident Evil. My personal favorite of that period was Metal Gear Solid. Hardest game here goes to Tecmo's Deception. Next I'm into FPS on PC, Doom 2/ Action Quake/ Rocket Arena/ CTF etc., Unreal Tournament, Kingpin, Shogo, Return to Castle Wolfenstein: Enemy Territory (before they shortened the name). Favorite memorable game here, Doom 2. Easily because I went to LAN parties and tournaments like Bastard's Beatdown. Hardest game here was: none actually! Playstation 2 time brought me Gran Turismo 3, Grand Theft Auto: San Andreas, Final Fantasy 12, Smuggler's Run, God of War, Ico, and Shadow of the Colossus. Award goes to Grand Theft Auto: San Andreas! Fast foward a few years until after WoW releases my soul and I'm back to good ol' consoles.
Xbox 360: I was into Call of Duty, Gears of War 1 & 2, Left for Dead, Halo 3, and Fallout 3. Favorite was Fallout 3, still never finished it. My console got banned from Xbox Live after about 2 years of stealthed gaming. "Borderlands" introduced a new security feature unseen to the hacking community that allowed Microsoft to see who was playing with hacked consoles. Took me a while to get over my loss of online play but I eventually sold the Xbox 360, kept the games (for later) and bought a PS3 on Black Friday.
So here I am now with my Playstation, playing Bioshock. Yes I know it's old but I love it. Modern Warfare 2 had my soul for a little while but I got a bit sick of it. I also play God of War 1&2, and sometimes Little Big Planet with my girlfriend. Favorite here is Bioshock! I'm in love with this game. I really hope by the time I pass it and purchase Bioshock 2 I'm able to get the same feeling from it. I've had favorites on handheld consoles as well but I don't feel they are epic enough to mention.