My favourite eroge? Fate/Stay Night, as like for most of the people. Reasons why listed in posts above and i dont want to repeat them.
Castle Fantasia 2: Renewal is a special one to me - first eroge ive played, and it was damn hard just to make it run. But the storyline and gameplay had something that made me play all routes. Suddenly i found myself asking for more eroges/vns.