Er... We've done this thread before I'm sure, but here we go:
Super Mario World (SNES)
Super Mario Kart (SNES - not the slightly crapper N64 re-make)
Tecmo Super Bowl (NES)
Elite (BBC B / Spectrum)
Chocks Away (Acorn A3000)
Turbo Esprit (Spectrum) - Precursor to GTA, ten years earlier.
Star Wars (coin-op)
Defender (coin-op)
Funny... I've played/obsessed over many PC games over the years but now I can't think of any that I'd call an all-time favourite, except the three I'm not allowed to mention.
Edit: Got one! Worms 2 (PC)