On NES? Duck Hunt owns.
SNES: FF6(FF3US), Chrono Trigger, Seiken Densetsu 3 (the sequel to Secret of Mana, which is Seiken Densetsu 2), Tactics Ogre, Front Mission, Star Ocean, Tales of Phantasia (wow... so many games that were never released in America... we missed out), Megaman X series, Zelda: A Link to the Past... if I had to choose one... I couldn't. FF6 and/or Star Ocean, probably.
N64: Super Smash Bros., hands down.
PS1: Suikoden 1 and 2, FF7, FF Tactics, Star Ocean 2, Chrono Cross, Megaman X series... the list goes on.
PS2: I dunno yet. All the games I like are arcade ports anyhow. And the RPGs don't have that addicting quality like previous years. Too much "look at the graphics we make!"