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You can favour more than one RPG game and share it with us on this thread, so i'll start with mine.
So far Skyrim is my favourite because of it's beautiful world design, gameplay improvements over the previous title (Oblivion), slaying dragons and the kickass theme song!
Honourable mentions also are
KOTOR (the first one, never played the second one though)
Mount and Blade Warband (the best swordplay game ever imo)
Fallout 3 (the best post-apocalyptic RPG I've ever played)
Diablo 2 (Awesome franchise that started the Action-RPG genre, correct me if I'm wrong)
Oblivion (This game was amazing at the time, but now I'm playing Skyrim)