This is gonna sound pretentious AF probably, but "Arcanum: Of Steamworks and Magick Obscura."
Arcanum was good in many ways, great story and characters, and it was for a very long time the best steampunk game, the world was superbly created.
Impossible to name just one... Will probably forget many, but at least Fallout 1-2, Planescape Torment, Baldur's Gate 1-2, KOTOR, FF7, Dragon Age: Origins, Persona 4 are other RPGs I enjoyed greatly. Does Nethack count as RPG?
Divinity: Original Sin 2 is the best multi-player RPG (outside MMORPGs) I've played, it was a great experience with a team of 4. We played for months (usually 1 session per week).
I haven't yet played Witcher 3 or Disco Elysium, here's hoping they are future additions to the favourites list. Oh, and even Fallout: New Vegas is still waiting...