Planescape: Torment is my favorite game of all time.
Half-Life (1&2) is close, but PS:T was so awesome at the time, and I still complete it once or twice a year.
I've put a lot of hours into MVP Baseball 2005 (partly because there's no 06 or 07 MLB game for the PC that I know of), probably more than any other game.
Lately I've been playing Dominions 3, Space Empires V, and Capitalism II a lot. All great strategy games.
I thought STALKER was kind of disappointing. Same can be said for FEAR, but I did enjoy it a lot more than STALKER (which I really didn't enjoy at all). My expectations for both were probably too high. I'll take Penumbra over both