Wow, don't even get me started on DOS games. There are so many I love, and still play thanks to DOSBox.

Let's see, some of my all time favorites:

Test Drive 3 (This was the first game I ever got for my 1st "IBM Compatible" PC.)
Wing Commander (The original is still the best in my opinion. Great artwork, and a good story.)
Knights of The Sky (Great WWI Flight Sim)
Red Baron (An even better WWI Sim that came out a couple years later.)
Fallout (The original, and still my favorite out of the 2. God, I hope Bethesda does not fuck up Fallout 3.)
Might And Magic Worlds of Xeen (This was the full game with extras you got when you combined the games "Clouds Of Xeen" with it's Sequel "Darkside Of Xeen")
Duke Nuke'em 3D, Doom, & Wolfenstien 3D (There is nothing I can about these games that have not already been said. You know why they are on the list.)
Stunts (An awesome racing game, where you could build your own tracks. After I spent a year playing the shit outta this game, it dawned on me, that is game is like a spiritual remake of the C-64 game "Racing Destruction Set".)
Aces Of The Pacific (If you cannot tell by now, I am big flight sim junkie. This was an awesome WWII sim, made by the same team that did Red Baron.)
US Navy Fighters (One of the 1st, of a great collection of sims that carried the "Jane's" label. Not only could you fly a bunch of aircraft, but you had a f'ing encyclopedia of info on them. This was later updated for Windows as Navy Fighters 95)
Command & Conquer & C&C:Red Alert (The games that had started my addiction to the RTS genre.)
Dune II (The game that created the RTS genre)
Star Trek: 25th Anniversary (The only ST game that captured the feel of the original show to perfection. Especially if you got the CD-ROM version, because the entire game was then voiced by all the original actors.)
Almost every game Released by Lucasfilms/Lucasarts (There are too many to list. But pretty much every SCUMM game. "Maniac Mansion", The Indiana Jones Games, LOOM, The Monkey Island games, Full Throttle, Sam & Max, etc.)
X-Com: Ufo Defense (This game was just awesome. A great blend of strategy and resource planning.)
All The Sierra "Quest" games. (King's Quest, Space Quest, Leisure Suit Larry)
Grand Theft Auto (The original, so much freedom, so much felony. And the multiplayer was fun as hell. Something that is sadly missing from GTA 3 and up. Though the Multi Theft Auto mod project is promising.)
Worms & Scorched Earth (Two games that were awesome to play with friends, since they were turn based "Hot Seat" games. Horrible addictions whenever friends came over.)

These are the one's that spring to mind. After I get home and hunt through some boxes, I may list some more that I have forgotten about.

In that era, I wasn't playing DOS games much. Because I had a Amiga 2000 that was far better for gaming. I didn't switch over to DOS until VGA (256 colors) and Sound Blaster (Digitized sound and music) were standard on all games.

Also, all the games I listed fall under the "DOS games" as they were designed for DOS, and didn't need that crappy GEOS rip-off (Windows) to run.

If you want to talk about games like Duke Nuke'em 1+2, then you should have phrased it as what are your "favorite 286-era games? "