I'd probably say one of the Marios, but since I didn't play SMB 2 & 3 until Super Mario All Stars on the SNES, I'll choose my other favorite, Spy vs Spy!
It was multiplayer only, but boy was it fun. Putting bombs in dresser drawers, trapping doors, oh it was wonderful to walk those floors(Had to finish the rhyme...)
But yeah, I had some good times with that game. Very unique as well.