Are you talking about Erotic games or just games in general?
Regular Games (I have too many favorites, so I will just list a few)
The Last of Us 1 and 2
Dead Space 1 and 2 (never played the 3rd and don't plan to)
Dead Island 1 and Riptide
Heavy Rain
Until Dawn
Man of Medan
Little Hope
Beyond: Two Souls
Code Vein
Bloodborne
DayZ
Dying Light
Alice: Madness Returns
Far Cry 3, 4, 5, New Dawn
Cyberpunk 2077 and a whole bunch more.
Erotic Games
Bad Memories
Unleashed
Lust Campus
Love Ribbon
Sutekina kanojo no tsukurikata... I've played a bunch more but, these are my top favorites.
Strongly recommend "Hillside" and "Now & Then". No sexual content yet for the former though. But these 2 games in my opinion is far and away the best in term of writing and character building which is something I value.
Well - I play a lot of games actually. Nothing very sexual related to be honest, but nevertheless very time-sucking. I can only name the games I was really "in to" lately, otherwise one page is not enough ;-).
First of all - The whole Legend of Heroes Trails series (Trails in the Sky 1,2,3th, Trails from Zero, Trails to Azure, Trails of Cold Steel I,II,III,IV) from Nihom Falcom.
The Ys series (also from Nihom Falcom). Playing Ys IX - Monstrum Nox at this moment.
The Atelier series (Started with Atelier Ryza and Atelier Ryza 2, but got my interest for the whole series).
Elex
Blue Reflection
The Caligula Effect - Overdose
Sword art Online series
Code Vein
Scarlet Nexus
Fairy Fencer F Advent Dark Force
Conception PLUS Maidens of the Twelve Stars and Conception 2
Dragon Star Varnir
Dark Rose Valkyrie
Control Ultimate Edition
The Witcher 3 (also played 1 and 2)
The Outer Worlds
Tokyo Xanadu Ex+
That's only the games that come to mind at this moment. I have played many more the last years of course. I really have no "all time favorites", because I enjoyed all games about equally. If you really force me, there are some that are maybe above others. They are:
The Witcher 3
The Legend of Heroes series (All games are important in this series).
Persona 4 Gold (I would love to include Persona 5 here, but I only play on PC, so... Yeah...)
Dragon Age Origins
The SpellForce series
The X series space games (Now playing X4:Foundations)
Dragon's Dogma
The Risen series (From the makers of Gothic)
Divinity 2 Director's Cut (I also like the other games from Larian Studios very much)
Fallout 3 and Fallout New Vegas
There are more, but this comes to mind at this moment.
Last Sovereign - by far, my favourite, and it's even among my favourite games in general. Cool world building, great characters and plot, interesting way to make choices have consequences (a lot of them are tied to general variables, like for example your reputation with the religious folk, instead of direct consequences, which allows a lot of choices that you still have to think about hard), it's just so frickin' cool. Honestly the best western RPG I played.
Rance - also up there, and could also honestly be among my favourites games in general. I like characters and plot less than Last Sovereign, but Rance games have better gameplay.
Depravity Of Lewd Vampire - has suprisingly good plot, with some really great mysteries and plot twists. Main heroine is one of the best eroge protagonists I ever saw, she is slut, but also badass, which is pretty rare.
Karrynn's Prison - has possibly the second best gameplay among Eroges (after Rance), cool combat system and interesting management, but I feel like it could use some balance tweaks. Sexual Combat makes the regular combat system pretty obsolete if you go slut route, and is at the same time a lot less interesting than regular combat.
Well - Over the years since I posted there are some games added I played and liked very much. Since I am a gamer for more than 40 years I have to restrain myself to post too much. Yeah - It's already that long since I started playing self-programmed Tic-Tac-Toe on that old Cosmac Super Elf single board computer from around 1977 (I just did a "restoration" by replacing corroded and deteriorated parts and got that oldie in completely working order again).
Anyway - Some add-on's to the above list for games that are my recent most played and thus momentarily favorite (in no particular order):
The Legend Of Heroes - Trails Into Reverie
The Legend Of Heroes - Trails To Azure (played Trails From Zero first, and the Geofront translations in the past)
Persona 5 Royal
Soul Hackers 2
Baldur's Gate 3
The Aliance Alive HD
The legend Of Nayuta - Boundless Trails.
Atelier Ryza 3, Atelier Sophie 2 and Atelier Marie
Starfield
Hogwards Legacy
And I am looking forward to Trails Through Daybreak of course...
So yeah - It's very difficult to give all time favorites, because that changes about every year...
I wonder why are you asking? If you expect me to recommend you something, here is my precious list of cherished games:
Visual Novels: Higurashi - No Koro Ni Hou - A kinetic novel (without choices) about isolated village Hinamizawa, where every year mysterious deaths happen. Villagers are calling it "Oyashiro-sama's Curse", but is it really is? You must discover it. (Developer's intention is to make you speculate while playing the game). Oh, installing
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is highly recommended (you can't mod first part unfortunately)
"Nipah~"
Dead Wishes - This game is about romance in a cruel and dangerous world. Don't expect much from it. Why then I recommend it? Well... this game has many... really many endings and quite memorable characters. If you like to discover many WHAT IFs, you will enjoy this game.
"Though... do you really need to achieve every possible ending? Perhaps enjoying only something one is the best choice, mmm~? Fufufu~"
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- Quite terrific game about another isolated village with sussy stuff in it. How is it different from Hinamizawa?
You know... when you see a boy dressed up like a girl in the village, then there is definitely something wrong!
Go and discover the truth! Oh, and be careful, hehe~
Monster Girl Quest - have you ever dreamed of becoming a hero? Have you ever wished to receive a divine blessing and defeat the Monster Lord? Then go ahead! But be careful, in this world monsters are quite... quirky.
"Ara-ara~"
Steins;Gate - This game is not for you, it's for smart people, forget about it. Go watch some stupid anime about this game.
"Anime is stupid, I don't like it..."
JRPG: Black Souls - this game is a very deep rabbit hole. Imagine fairy tales combined with dark souls and RPG maker. Sounds bad? Kinda, but there is no random encounters and leveling up is quite easy comparing to most RPGM games (if you know what you are doing). Why then I recommend it? Dude... you've never played something like this. Even Lust Grimm looks like a kids toy comparing to Black Souls, at least if you prefer story and atmosphere the most.
Oh, don't be so unsure, this lovely fairy will guide you~
ARPG: Blazing Airies - imagine a good battle system in JRPG and story as well. Saving the world from calamity and beating enemies in an infinite air combo? Yup, this game is about it.
No joke, this is her battle costume. She is a fire aligned fighter, so, her clothing is special and intended. (Don't even think of corrupting her, she is a fine woman)
Lilith in Nightmare - What are you dreaming of? Nothing? Then you can visit the world of dreams, seeing dreams of other people! But be careful... dreams are also hunting grounds for succubi... and they can dream too...
"Don't wake up, I'll take care of you~"
Horror/Adventure:
Corpse Party: Blood Covered - PSP version of a legendary horror game about why you don't need to fuck around with sussy rituals on the internet. Expect lots of unfortunate... outcomes, in a cursed Tenjin Elementary School.
Though, playing it may be a nuisance. You need to have a game and PSP emulator. But it's worth it.
W-what? Not gonna play it? You made Sachiko sad
*rub rub*