Hmm.... all time? Okay, let's go!
5. Distant Worlds - I had to fight in my mind between this and Homeworld, but in the end, I prefer 4X to RTS, and Distant Worlds is my favorite of the former.
4. Saints Row IV - I figured I had to have a token action game on the list, and this is it. It's pure joy wrapped in a package that is equal parts nostalgia and parody. And the banter is awesome too.
3. Final Fantasy 6 - My first Final Fantasy after Mystic Quest(which totally doesn't count). By pure coincidence it's the best one.
2. Planescape: Torment - Best writing in an RPG ever. Fact.
1. Baldur's Gate 2 - This game(and its prequel) has stayed installed on my hard drive ever since the game was released. When I upgrade to a new PC, reinstall Windows or whatever, this goes on right after drivers. I usually play it once a year. I just love this game.