Donkey Kong Country 2 is, and will always be, my favorite old school game ever. It's the best platformer I've played in my entire life, perfect in every way possible.
Then there's Chrono Trigger, another amazing oldie. Also, old school PC RPGs like Baldur's Gate and Planescape: Torment. :thumbsup:
Delta Force on PC and Goldeneye on the N64, my first experience with shooters (And damn good introductions to the genre, IMHO).
I really can't name off that many, however, since I wasn't too much of a gamer until the Playstation era.