To be honest, I'm not much of a wargamer. If not for Battletech (love the setting, the story, and giant robots that aren't totally ridiculous like most anime mecha are), I probably wouldn't be playing any wargames, just tabletop and video. I tried real life once, but it sucked so I put it back on the shelf.
For tabletop games, I'd have to say, in no particular order:
Pathfinder (classic fantasy roleplay; used to be D&D, 2nd Ed through 3.5)
Shadowrun (awesome setting, awesome rules)
Rifts (awesome concept and setting, execution is sometimes flawed)
Video games would be hard to classify, mostly because new games keep coming out and some of them even dethrone previous favorites (though that keeps getting less frequent as time progresses). I think the only game I keep coming back to time and again is EVE Online (9 years).