Max Payne is probably my favorite video game trilogy. I love replaying all three games every now and then, picking up on subtle details in the world and in the story. The series has a deceptively simple story but its rich in detail. The world feels alive and adds dimension to the characters and events. And that's just the story, the stuff piecing the gameplay together, which is frantic and fun as hell.
The first one's probably my favorite because I'm a sucker for crime revenge stories. It's probably the most difficult one too and there are a few sections that are outright cheap, but I still adore diving through doors, scoring headshots as I fly through the air before quickly getting back up to finish off the stragglers. I didn't care much for 2's story at first primarily because of the twist villain (I still don't care for that twist very much), but as time went on I came to appreciate the sheer level of detail and subtlety with Max's character. It's the kind of game where you could replay it and start to pick up more on the inner workings on the characters, and even if I don't care for the villain the climax is wonderful in spite of it. I also like 3 more than most. I understand why people don't, especially with the eternal cutscenes that would make Kojima blush plus the sad-sack direction Max's character goes in, but the cutscenes are exquisitely put together and while the story's probably not as good as the first two, it's still an engagingly dark tale. The shooting's also the most visceral I've ever seen in any shooter ever, which elevates it above the rest of the cover-based shooters that came out around that time.