Easily TES Oblivion. It's my favourite since although it does give you a class system, you aren't bound to it. The world is familiar to me, yet I'm always finding secrets, and the game as a whole is a lot of fun. Also there are some mods which even though do the smallest of things, like change the windows to a slight yellow during the night, or even just adding church bells enriches the experience so much. Of course sadly the game levelled up with you, making it less fun.
Skyrim is great but the world is unfamiliar to me, also it's a little bit forgiving where Oblivion wasn't. You can get yourself over encumbered and just walk to a shop to gain riches, even though they make bartering a little more critical by giving vendors a set amount of finite gold, compared to Oblivion where they seem to have a limitless supply, but can't make a transaction of so much. I'm also not a fan of the perk system, as it basically sets your class, you just create it first.
Morrowind is awesome, but again I'm unfamiliar with the world, which will make for great gameplay when it's time for me to travel back.
I'm not a fan of Arena or Daggerfall, mostly because I can't get either to function properly.