In no particular order....
Curse Of Monkey Island (technically PC, but I played it on os3.9 via scummvm)
R-Type 1 (arcade, but amiga version is a pretty decent conversion)
Resident Evil series (in order of favorites it would go 2,4,3,5,1(although I enjoy them all))
Max Payne (PC version is head and shoulders above console versions and I like no.2 more than no.1, even if they were similar)
Mass Effect 1 (only bought it a few weeks ago and am very much enjoying it)
Doom2 (still the best fps game around for pure playability in my opinion)
Robocod AGA (I actually played it to death in ECS form before it was released for AGA, but the AGA version is a little slicker/smoother/prettier)
Addams Family (massively under rated Mario clone in my opinion and next to Robocod my favorite side scrolling platformer for Amiga)
Rainbow Islands (I actually finished it on amiga without any cheats, but didnt collect all diamonds in order for all levels (which you'll know is necessary to if youve played it much)).
Alan Wake (I really enjoyed this one. A showcase of how technology can be used to create gaming experiences that werent possible before and a darn enjoyable game in it's own right).
Mafia (a far better game than the GTA games of it's era and I look forward to playing the sequel).
Deus EX (amazing game, one that put my life on hold for it's duration).
Street Fighter 2/3/alpha games (despite them all being a little different, the basic gameplay mechanics are pretty similar and between the lot I spent a heck of a lot of money at my local pinnie parlors. Number 4 is quite good too, but for my tastes not quite as good as 2/3/alpha series).
Creatures2 (quite possibly the best c64 game made, fantastically playable, and who doesnt enjoy seeing cute fuzzies cut up with chainsaws ?)
Wonderboy (although it doesnt usually spring to mind straight away for me when thinking of favorite games it definately deserves to be here. I spent countless hours playing this on both Sega Master system and C64 (tidbit for those interested, but its impossible to complete on the c64,... after a while the levels start to get generated randomly, sometimes to a point that things obstruct any possible further progress)).
Im sure there's plenty of others that Ive inadvertantly missed, but right now these are the ones that came to mind. I must admit Im surprised at how many "modern" games I've listed. I've always considered myself to be more of a retro game fan, but reading back my list it appears Im an equal opportunity gamer :-)