GTA San Andreas was amazing and I still love it, but the best would probably be Shin Megami Tensei: Nocturne. (or Shin Megami Tensei: Lucifer's Call for those of us in Europe.) It's a Japanese RPG that allows you to fuse Demons so you can decide what skills they have, and it has an amazing story + gameplay that allows you to choose what alignment you want to be and different endings for each path. Possibly the best game I've ever played.
my favourite game is Grand Theft Auto Its provides me everything at one platform like driving, shooting, running, fighting and also the interface of the games is excellent.