It's hard for me to pick just one so I'm going to pick out one per system
Actually, now that I have them all listed out, I can easily say NiGHTS into Dreams is my favorite game of all time.
SPOILER
- NES = Startropics
GB = Pokemon Silver
SNES = Super Mario RPG
Virtual boy = Red Alarm
N64 = LoZ: Majora's mask
GBA = Metroid ZM
Game Cube = Metroid prime 2
DS = WEWY
Genesis = Rocket Knight Adventure
Game gear = Sonic 2
Saturn = NiGHTS into Dreams
Dreamcast = Sonic Adventure 2
Playstation = Spyro
Actually, now that I have them all listed out, I can easily say NiGHTS into Dreams is my favorite game of all time.