As a relatively new player I do not yet own all the titles. I've got five titles and two MODs.
I do enjoy all of them and the MODs, they are all addictive as hell and great fun.
If I had to choose favourites out of the ones I've got:
Africa at War - this pleases me on a number of levels. It has great graphics and sounds and I really feel the danger with this one. It's spurred me to start reading about Africa and some of the conflicts covered and I'm getting more and more interested in the whole subject. I've been reading about the conflict in Sierra Leone in a book called War Dog and it's revelatory about the stuff that goes on in the world that no one really shows much interest in. Corruption and atrocities on a mega scale combined with stories far stranger than fiction, it's jaw dropping at times to read. So I guess this is a favourite as it's got me interested in something I knew little about, the game and subsequent curiosity and reading create a type of synergy of satisfaction. Where it will end I don't know, I've only this morning subscribed to solider of fortune magazine!
I'll only mention one more as I like them all in different ways. Soviet Afghan War. Most things Russian/Soviet interest me and I've always been interested in this conflict since watching documentaries about the subject when it was going on, for example the one by Sandy Gall along with his subsequent book. He was friendly with Ahmed Shah Masoud later killed by Al Qaeda. I thought we was a remarkable leader and the determination and ingenuity of the Afghans was intriguing, Watching people make guns with their feet and discuss how they knocked out Soviet Gunships with rocks from a canyon was Boys Own stuff. I think the game really captures the feel of the conflict and the terrain plays a huge part in making it feel right. Very enjoyable.
As we are doing a wish list as well, mine would be the Chechen Conflict. I read a book about this conflict called One Soldier's War in Chechnya and it was quite shocking. No quarter was given by either side, almost medieval in intensity and a reminder that war really is horrendous and better fought on a computer screen. Another darkly fascinating subject that I'm almost ashamed to want to wargame, but again the ability of a small, determined group of fighters to take on a super power is intriguing for those interested in tactics and modern warfare.