Half-Life 2 series (excluding the original Half-Life, for some reason I just couldn't get into it), and Grand Theft Auto. Although I never played San Andreas...
And I would consider MGS, but I have only played MGS4, but I hear the other ones are awesome also, and they're gaming classics, so I guess I'll include them. But MGS4 was epic and awesome.
But for multiplayer, Counter-Strike and the Battlefield franchise tickle my fancy.