I'm going to have to go old school here and say that Donkey Kong is my favorite video game of all time (barely nudging out Tecmo). What's not to love about Donkey Kong? It's a love story. It features barrels, flames and odd killer pies. And it's all backed by the most ear-pleasing of soundtracks. See for yourself
For the best at home experience I recommend the Atari 800.