Donkey Kong Country 1, 2 and 3 - I have finished all of these games so many times it isn't funny. The ultimate platformer series in my opinion - I still play them a bit, not as much as I used to, but.. just wow. Absolutely incredible. I've finished all of them at least 10 times - I remember counting that there were about 42 levels in the first DKC and then about 100 in the second one - so it isn't an easy haul to beat it.
I also play Super Mario Allstars on the SNES a bit, I finished the original game only a couple of months ago. That's always a good one.
Occasionally I will also play such games like NBA Hangtime on the Nintendo 64. It's quite funny, in that game Kobe Bryant is a disgraceful player and one you would never choose - to be fair, at the start of the game, it says "Rosters updated to September, 1995" or some crap. Not exactly modern.
Super Mario 64 has to get a mention as well. Best 3D game ever? As well as the first 3D game ever. Finishing this game is a mammoth haul.. but there are so many levels, so many worlds, so many places hidden in paintings.. I really love this game. Definitely another one of my favourites.
Let's not forget Mortal Kombat and Killer Instinct either...
Ah... bringing back some memories. It's great to still have a working SNES and Nintendo 64, means I can play these whenever I want, and often I choose to over an Xbox or Wii - I really love these retro games. The gameplay is fantastic.