i won't give a full list, because it'll be repetitive. i basically only play rpg's, action rpg's and fighting games. i play madden too but that's an exception to the rule. don't know why this is, i tried other games and i didn't catch on.
no. 1 for me has to be chrono trigger. if you haven't played it, it's coming out on the DS and i urge you all to play it. my all time fave, hands down. i personally can't stand chrono cross though and as far as i'm concerned, the series ended at CT. 1/3 of the dream team, completely different mood in game and a very different battle system to me does not equal a sequel. i don't care if they try and continue the story, if i made a game myself starting from where ff7 left off, it would not be ff7:2.
final fantasies must be next in line in terms of my faves. i liked pretty much all of them, though i do have a hard time picking a favorite. there just isn't a perfect game there imo. really really good games, but they all have flaws. ff5 was amazing imo, if only they had limit breaks back then (really adds to the excitement factor). 10 was good but it didn't have a world map, making the world way too small.
ff7 was good but i think the twist was slightly unrealistic (in its context) even if you calculate all the factors they give you. i played ff7 quite recently too and the graphics sadly enough made the game less enjoyable for me. i don't like putting too much weight on graphics, but i would've preferred either old school 2d or the 3d we have now.
ff9 i enjoyed because of the brilliant characters they had. vivi is still my favorite in the entire ff series thus far. he's an INFP

. love them dreamers. however, i don't think i got a real 'end of the world' feeling from it. it was an adventure, but it didn't give me that extra feel to it. i think the other ones did.
in order, i would say:
ff5
ff7
ff10
ff9
ff8 (just because it was my first)
all the others
don't argue with me on this one, it's just my opinion.