Elder Scrolls for me
It's a bit of a tie between Morrowind and Oblivion
Morrowind had its own world, own architecture. It diddn't look like every other RPG - none of that "pseudo-dark ages" except for a few towns. It also had plenty of history and the books were amazing.
Oblivion looked more like every other RPG and most towns invoked that "seen a million times" feeling.
It was, at least the german release, chock full of bugs, you wouldn't believe it. I don't think they tested it once, as some of the bugs were really obvious (for example, you start with a fireball spell (according to the description), that is actually a healing spell, and a healing spell that is actually a fireball. The translation was generally horrible, a small healing potion was translated as "schwacher trank der lebens-wiederherstellung", but that was too long for the console-optimized inventory, so in-game, it was "Schw. Tr. d. Le.en.-W.",
I kid you not (right in screenshot: using oblivion improved). Classy. A quest wanted you to grab "nachtschatten" (night shadow), but the item name was "tollkirsche". And that are just the translation bugs, not counting the huge load of other issues. Luckily, there's "Oblivion Improved", a fan made patch of over 100 megabytes that solves all the issues that shouldn't be there to begin with.
Also, all but a few of the books in oblivion were just copies of those in morrowind. You have to wonder why there are so many books about morrowind but so few about the other districts in the royal library..
But there's one thing for me that makes oblivion equal to morrowind: the quests. In morrowind, all quests but the ones in the main story line were the old boring "go there, fetch/kill that" quests. In Oblivion, on the other hand, all factions had their own quest line with interesting quests that would be the main quest in other games. just an example of such a quest: in one for the assassins guild, you are in a closed house and have to murder all other people in it while acting innocent, blaming other people and so on, so in the end, the last two targets might kill each other because they both thought you were innocent and the other one had to be the murderer. Even some quests not associated with any faction can be great, for example one in which you have to go inside a painting, where the whole world is rendered in oil paint.
aaanyway, I wrote way too much. In short: Morrowind is cool for the world, oblivion for the quests and they together are my favorite western RPGs
I wanted to play the old fallout ones, too, but the only way I could legally get them uncensored is by ordering them from amazon.com and pay the sellers 50$ international ship price (which i more than double the price of the game itself)