1st: San Andreas Multi Player - I know it is classed as a mod, but to me it is a game in it's own right
2nd: Grand Theft Auto San Andreas - I used to be big into modding, loved the fact I could cruise around a map with peds, fly aircraft, ride motocycles and if the urge took me, blow the shit out of anything and everything which I deemed a target.
3rd: Gran Turismo 4 - The best driving simulator I have ever played, I hope to be able to play it online, just gotta get an external ethernet adapter thing for my PS2 (which cost me £1 btw, will tell story if anyone is intrested). The amount of cars is amazing (I have more cars in my garage than there are days in the year) plus the tracks are quite good too, I like cruising around on the city tracks...
There my top 3, there isn't really any other games which I would say were a favourite, they just got played and put back on the shelf... there were some other games which I enjoyed, but none which came to this standard...