That kind of depends whether I look at it as play as a player or play as in run. Since I tend to run the games I really enjoy I’ll take it as play as a player.
In terms of my favourite game that I don’t get to play, it’s pretty much all of them, since I never get to be a player anymore. Realistically my favourite game that I never get to play is D&D. D&D is my favourite game, bar none, of all time but it’s something I virtually always end up running (which means if any of my players would like to run D&D for me, I’d appreciate it).
The last games of D&D I played were in 3.5. I played in a Ravenloft campaign playing through The Grim Harvest series of adventures (which are excellent) and before that it was a generic game in which I played a dwarven fighter using the Book of 9 Swords fighter options and he was awesome to use.
So there you go, D&D is definitely my favourite game and one that I never get to play anymore.