It seems difficult to select just one favourite game. I played a lot of games fairly much... Seems none have mentioned "Project X" though... Was it too difficult? I played it a lot, and in the end could easily get to the third level without dying once.
Anyways, other titles to remember:
Space Crusade + Expansion
The Ishar series
The Eye Of The Beholder Series
And of couse, a lot of the games, others have already mentioned ;-)