Let's see, I've played many RPGs over the years of various sub-genres. It's very tough to pick an absolute favorite, so I'll just mention a few.
My favorite JRPGs are XenoGears, Final Fantasy VII, and Final Fantasy Tactics.
My favorite western RPGs are Witcher 3, Mass Effect 1, and Fallout 2.
My favorite MMORPG is World of WarCraft.