More quarters please...
My all-time favorite is probably still Ms. Pac-Man, though all the incarnations of Mario, Tetris, Dig Dug, and Mr. Do! are up there, too.
Nowadays? I haven't played much in a long time, so I can't pick a current fave. Although, I really enjoyed Tiger Woods Golf on the PS2 - surprising, since I'm not a fan of real golf. But it was good, and I got to wear plaid pants.
In the game.