I would say that my favorites can be listed like this:
1. Sly Cooper Series
2. Jak and Daxter Series
3. Ratchet and Clank
How about you PS3 users?
GTA series is probably a four or five due to the language though. These were all introduced to me by my older brother, thanks to him i have so much fun playing them remastered on the PS3 like i did in the PS2 days.