Oblivion. Easily one of my favourite games ever made, I remember playing that game for hours and hours and still never fully completing the game, that's why I loved it and found disappointment in Skyrim, while Oblivion had billions of quests to do that were sometimes simplistic and bland, that was what added to the enjoyment, Skyrim had a few quests that were well done, but it just didn't have the same feel that Oblivion did.
Whether Morrowind is better than Oblivion isn't something I can debate, as I haven't completed Morrowind and probably never will. Either way, in comparison of Oblivion and Skyrim, Oblivion easily takes the cake.
Baldur's gate as well, I remember going round a friends house almost every day just to play that game. One of the games that was a part of my childhood for sure.