Well my fave is definitely Jazz Jackrabbit
It's my childhood game. What me and all my friends always played. I still play it from time to time. I didn't like the second on so much, and the GBA version was simply awful. Browsing around, I see the games selling for 100 bucks O_o ... I don't think anyone in their right mind will buy those.
I also used to play Cosmo's Cosmic Adventure. Another fun oldie. Loved it
There's Gods, which a really cool on too. Fun music, fun story and fun levels.
Star Wars: Shadows Of The Empire. Well, I'm not a big fan of Star Wars, but I found this game really fun. Both me, my sister and our friends would play this game continuously.
A game that I loved and hated at the same time was Alien vs Predator. Seriously.. I used to play this game with my neighbor at night, and it'd always scare us to death. Even when playing as the Predator, which is the least scary of them all. The scariest thing to play as is the Marine of course
Oh and then I can't forget all the fun RTS games that I played: C&C/Red Alert games, Dune, Age of empire, Total Annihilation
So yea.. There are more I guess, but those are just the ones that played a major part of my gaming interests. I probably left some out that I can't remember right now though.
I remember a game about little balls that you'd have to match, and you could get power ups and play against someone else. I wish I could remember the name x_x