I have chosen Fallout, as I had most fun playing these. I was thinking about D&D, especially Planescape (Torment), but D&D as mentioned above have too many different realms and settings - too wide to make all of these my favourite.
Two days ago I've finished Vampirethe Masquerade:Redemption and World of Darkness should be IMO on this list. Not as the best, but surely as a noticeable option!
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