The NES was my very first console as a young lad; it holds a very special place in my heart as such and I spent a fair portion of my childhood enjoying its 8-bit wonders! (A fairly typical attitude for someone my age.) (However, my love for the NES is eclipsed by my love for the SNES!)
My all-time favourite NES game is... *drum-roll* Crystalis! I consider it to be by far the greatest RPG of the system! (Although the two The Legend of Zelda games are, of course, also fantastic! That's right, both of them!)
Some of my other favourite NES games are: the Megaman series (especially 2 & 3), Castlevania, Batman, Blaster Master, Metroid, Super Mario Bros 1-3, Bubble Bobble, Dragon Warrior, Journey to Silius, Star Tropics, Teenage Mutant Ninja Turtles, and Spy vs Spy.