I doubt that's worth the upgrade.  Merchants is about all you have to do sometimes.

Vintage:

Star Control 2 (still my favorite game of all time)

Master of Orion 1/2

Fallout 1/2

Warcraft 3 (borderline newer category)

Knights of the Old Republic (also borderline newer category)

Modern:

Shogun Total War 2

Europa Universalis 3

Civilization 4

Elder Scrolls Games (Morrowind, Oblivion, Skyrim) - I cannot seperate these , all art in motion.

Hitman Blood Money

I agree with Kantock, BG2 transcends both lists above and is easily one of the best games ever made.

Not going to sort old school/new school as some I played in the Amiga days but carried on through the series to Windows - listing top 10 with no order

Total War series (especially the third age mod in medieval II)

LoTRO (the only MMORPG that kept my interest long enough - you can only,kill,loot,level up for so long before your brain dies)

Civ series

Dune series (Dune 2 and Emperor:Battle for Dune, the latter being the pinnacle of the RTS genre IMO)

Age of Wonders series

Gal Civ series

Elder Scrolls (3 onwards)

Warlords series

Battle Isle series (especially the futuristic battle Isle 92)

The Settlers (first one only - the rest were pants)

BG2 would have been on my list if it wasn't for Planescape Torment. Takes BG2 and puts it on its side!

That won't stop me from playing BG1 & BG2 when it's re-released with improved graphics though.

Good old games (chronological order):

- Defender of the crown

- War of the lance

- Panzer general (Still play it!)

- X-com

- Steel panthers

Modern favorites (favorite order)

1) Paradox games (CK2/EU3/VIC2 grouped because they would flood the list)

2) Mount&Blade

3) Civilization 5

4) World of Tanks

5) Blood bowl

Top 5 Strategy Ever

1- AGE OF WONDERS (SM)

2- HOMM III (WOG)

3- CIV IV (ROM)

4- MASTER OF MAGIC

5- ALPHA CENTAURY

Going to break it down like this:

1. Homeworld
2. Cataclysm
3. Homeworld 2
4. Sins of a Solar Empire
5. Battlefield (series)
6. Stonghold (series)
7. Everquest I
8. Fallout 2
9. World of Tanks
10. R.U.S.E.

Legacy (You're too young to remember):

1. OG C&C
2. Ascendency

I really thought Homeworld was a really really great game, but it just didn't have the replayability that other games on my list have.

Classic:

X-Com: U.F.O. Defense

Arcanum : Of Steamworks and Magick Obscura

Master of Orion 2

Master of Magic

Fallout 2

Modern:

Elder Scrolls 3 : Morrowind

Galactic Civilizations 2

Neverwinter Nights

Warhammer 40k Dawn of War series

Magic the Gathering : Tactics

Old:

Dreamweb

Neuromancer

Shadow of the Beast

Black Crypt

Moonstone 

New:

Silent Hill series to 4 including (2 was best)

Dominions 3

Thief 2

Mount and Blade multiplayer

Soul Reaver series

Pending - Dishonored, did not finish yet, likely candidate

Can't do just 5. In no particular order:

Half-Life 2

Mass Effect 2

Dawn of War 1 and 2

Company of Heroes

Age of Mythology

NeverWinter Nights

Fallout 3

Rise of Nations

Age of Empires II

Halo (first original one)

Sins of a Solar Empire

Witcher 2

DE:HR

Really old skool (C64):

The Bard's Tale

Beachhead

Bruce Lee

Ultima IV

Gauntlet

Hm.. it's always tough

1. System Shock 1

2. Ufo Enemy Unknown (X-com Ufo Defense, in USA)

3. Thief 1

4. Betrayal at Krondor

5.  Company of Heroes

Vintage:

• Master of Orion
• Master of Magic
• Hockey League Simulator (learned to program in qbasic, to generate random players, which I drafted, and assigned to teams, and at the end of the season, I exported the data to quattro pro to keep track of career stats. You know you did it too. or maybe it was only me...)
• Arcanum
• Clash of Steel

Modern:

• Knights of the Old Republic 1 & 2 (1 for story but 2 for the huge ui, balance, and content improvements)
• Mass Effect 1 & 2 (3 was okay but man the ending was horrible, even the new one)
• Skyrim & Oblivion
• Civilization IV: BTS (people forget how horrible vanilla Civ 4 was before any expansions)
• Europa Universalis 3 (been playing 1, 2, and 3 since they came out. Took me 10 real-life years before I finally did a world conquest!)

"Vintage" (PC)

Baldur's Gate Series

Neverwinter Nights Series

X Wing/Tie Fighter

Wasteland

Civ I & II (Honorable mention - face it the older ones were awesome at the time they were released.)

MoO I & II

"Vintage" (Console)

Chrono Trigger

Final Fantasy (I & II as it was sold to Americans )

Zelda, Zelda II (both NES),  and Zelda for SNES

Uncharted Waters (NES),  Uncharted Waters II (SNES)

Wild Arms (PS1)

"Modern" (PC)

Fallout 3/ NV 

Morrowind/Oblivion/ Skyrim

Mass Effect I - III

Gal Civ 2

Civ 4

FF 10  (Let's face it I played them all.  But choose the one you like best of all )

I don't like how all RPGs went to action instead of some turn based thing.  Most action systems penalize the user by agressive monsters always getting their hits in and the user penalized by not blocking or defending at the correct time.  Even worse some monster not vulnerable unless you do the right thing at the right time.  I have always been critical, but I can't change the way a whole industry went.

made this one fast but:

- warlords 3 (darklords rising)

- master of magic

- x-com

- baldurs gate 1

- wolfenstein3d

- dawn of war 1

- warhammer online

- tw:medieval 2

- nhl 2009

- dungeon crawl

@Shogun: Don't forget FF Tactics.

There have been many fabulous games over the years.  I could have a much larger list with many other great games, but if I had to boil it down to the games that held my attention for the largest amount of time:

DOS Age Vintage:
-------------------------
Ultima IV & V
Starflight
Pirates
Civilization
Master of Orion
Master of Magic

Windows Age:
-------------------------
Master of Orion 2
Everquest I
Starcraft
Shogun & Medieval Total War
World of Warcraft
Civilization IV
Sins of a Solar Empire

Honorable Mentions:
-------------------------
Star Control 2
Homeworld
Autoduel
Ultima Online
Galactic Civilizations 1 & 2
Majesty 1
Wing Commander series
Space Empire IV
Warcraft 2 & 3

oh no i am spending too much on crystal saga now days

Company of Heroes is good, love it

Old days:

JumpMan! 

Ultima III (without a manual, and death was permanent)

Castle Wolfenstein (2D, with my friend doing the shooting, while I did the moving)

Empire

Carriers at War

Now:

HPS Panzer Campaigns

Europa Universalis 3

Skyrim

Civilization IV  (V isn't too bad, but I played IV much more)

Everquest 2  (I don't play it anymore, but like above, I played it lots while I could)

New MMO Games:

1. Pirate 101
2. Scarlet Blade
3. Stalker Online
4. Knight Online
5. District 187: Sin Street

In no particular order:-

PC

Homeworld

Master of Magic

Daggerfall/Morrowind

Rome Total War

KOTOR

Vintage

Golden Axe

Green Beret

Contra

Bomberman

Settlers

If talking MMOs, EVE all the way!

Also Centurion Defender of Rome was an epic game at the time, never owned it myself, was so jealous of my mate that had a pc with it on.