RPGs, adventures, horror, strategies, old Windows & DOS - my sort of games...

My most favourite games (all of them in no particular order):

RPG/ARPG:
Baldur's Gate series
The Elder Scrolls: Morrowind
Star Wars: Knights of the Old Republic
Neverwinter Nights
Dragon Age: Origins
Mass Effect series (!!!)
Witcher series (esp. W3!)

Adventure & Puzzle:
The Longest Journey
Grim Fandango
Myst series
Portal 1 & 2
Syberia 1 & 2
Star Trek: The Next Generation - A Final Unity
Machinarium
Gemini Rue
Back to the Future: The Game series
Sherlock Holmes series (Frogwares)

Horror:
Sanitarium
Dark Fall: The Journal
Silent Hill 1 to 3
Dead Space 1 & 2

Action:
Thief series (actually, this is THE BEST action/stealth game series for me)
Assassin's Creed 1,2,3, Origins, Odyssey(!)
Mafia
Dishonored
Brothers in Arms: Road to Hill 30
LEGO Lord of the Rings
Batman Arkham Asylum
The Bureau: XCOM Declassified

WW2 strategy:
Commandos 2: Men of Courage
Company of Heroes
John Tiller's Campaign Series
Blitzkrieg
Panzer Corps

Non-WW2 strategy:
The Lord of the Rings: The Battle for Middle-Earth series
Imperator: Rome
Crusader's Kings III
Imperiums: Greek Wars
Total Wars: Rome II
Sid Meier's Civilization III & V
XCOM: Enemy Unknown, Enemy Within

MMO:
The Lord Of The Rings Online
Star Wars: The Old Republic
Guild Wars 2
Neverwinter
Warframe