My 'All time' favourite? There are a few to choose from like the dragon age series, the elder scrolls, the many final fantasy or dragon quests or even WoW but by far the one that really comes to mind would Civilisation V.
I got sucked into this game by my girlfriend's brother- in- law. I'd seen him play it many times on Steam and decided to check it out. The screenshots made me think 'meh' but it was on offer so i decided to go for it. I intended to give it an hour so to see how it went but ended up spending about 8 hours playing on that first sitting. After that I've spent over 500 hours playing it and would be more but my computer broke down and i didn't really have a pressing reason to fix it so I've mainly been playing console games since.
Which would bring me to my 2nd favourite game, The Last of Us. Another game which blew me away despite initial reservations about playing it.