My list is based less on personal preference and more on what they did for gaming as a whole.
FPS:
While Wolf3d was not the first FPS, it was the first one to become widely popular. One could make the point that it opened the doors for future 3D shooters. (on that note, did anyone play Catacombs3d? That game was hard as hell.. unless I just sucked

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Quake was, if I remember correctly, the first FPS to use 3d models instead of sprites. For this reason it deserves honourable mention for helping to revolutionize the way graphics were done in games. ( I remember when Quake first came out.. I pissed and moaned about the crappy character models and how sprites looked so much better.

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RPG:
I dislike when people concider Diablo an RPG, so I will use the term loosely. But, Diablo was arguably the game that introduced "RPG"s to the average gamer. It is probably the non-role playing element that made this possible. The average player doesn't want to concern themselves with such "nuisances" as sleeping or skill raising... they just want to murder things. But, Diablo's "hack-and-slash" "click,click,click,click,die" gameplay was apparently what gamers wanted.
On the online side of things, Ultima Online was probably the first commercial RPG to gain great fame. A number of smaller MMORPG existed before and since but UO was the first that I remember to have become largely popular.
Sidescroller:
Unfortunately, I can't say I was around to see the full evolution of the sidescroller, I'll take my best shot at this. We might say that Mario Bros. was the impetus for the side scrollers, but I'm going to try to limit my discussion to PC gaming. The pinnacle, though, of PC side scrollers was, IMO, the Commander Keen series. While not the best sound effects or the most crisp graphics, CK had a great gameplay and a cult following (*denies he was ever involved... "DOPEFISH LIVES!"*).
RTS:
Again, while not the best, first, or the most revolutionary, Warcraft II was probably the first RTS to gain widespread popularity. It was due to WC2's popularity that WC3, Age of Empires and other RTSs become popular.
...and that concludes my list. My appologies to those games and genres which I omitted. Also, my appologies to anyone I have offended by my opinions.
