World of Warcraft - it doesn't feel as big anymore, but it still impresses me. Back when I first started the world seemed so big, and the first time stepping into Outland was shocking and I just stared up at the skies of Hellfire.
Planescape: Torment - Still in love with this game. The graphics are dated, but it somehow adds to its grimey charm. The sound effects aren't as crisp as we're used to now, but they are atmospheric as can be. The characters are very complex and well written, not to mention outright alien to human understanding at times. The story is tragic, touching, horrifying and funny. The combat outright sucks. But its still extremely epic.
Legend of Zelda: Link To The Past - As much as I now prefer Ocarina of Time, Link To The Past was my introduction to the series. That themetune alone is epic. The rest of the game is just huge and is a challenge even now. And good luck completing the game first time without a guide - that's something missing in modern games, they are just too well laid out and rarely get to a point where I'm too confused to continue!
Paper Mario - Yes, you heard me. For what is essentially a self parody of a game, the Paper Mario series is possibly better then the 'true' Mario games in nearly every respect. The stories alone are compelling and fairytale-like, and there is so much to do it boggles the mind how they fit so much into the cartridge. They somehow also feel a lot more series then other Mario games - like there's real danger to overcome and real villians to bring to justice. And Peach isn't a complete wimp in this series.
Chaos Gate - How can you not call a game with gothic chanting choirs and bombastic orcastras for a soundtrack epic? Its also probably the most faithful Warhammer 40,000 game ever made, really capturing the grim gritty feel of the universe and the depraved madness of the legions of Chaos. When you finally get your hands on Terminator Armour and begin mowing down dozens of Chaos Space Marines, it feels so damn good. If it wasn't so corny with the dialogue I'd hate rated it higher - though weirdly its also part of its charm for me.
Oh, and (not any lower then the others I just can't be bothered to write much more!):
Chrono Trigger
XCOM: Enemy Unknown
Deus Ex: Human Revolution
Vampire: The Masquarade: Bloodlines
Warcraft: Orcs Vs Humans
Starcraft 2: Heart of the Swarm
Diablo 2
Rome: Total War
Mount and Blade: Warband
Mass Effect
Mass Effect 2
Mass Effect 3 (at times!)
Legend of Zelda: Ocarina of Time
Legend of Zelda: Majora's Mask
The Witcher 2: Assassins of Kings
The Elder Scrolls V: Skyrim