No way I could pick a single game company as my favorite. I'll list those whose games I've enjoyed/played the most. Not in any specific order:
Quantic Dream - Fahrenheit, Heavy Rain, Beyond: Two Souls is upcoming and it will be awesome.
Remedy Entertainment - Max Payne, Max Payne 2: The Fall of Max Payne and the Alan Wake series. Their writer, Sam Lake, is amazing. May he never stop writing.
Sucker Punch - Sly Cooper series, inFAMOUS, inFAMOUS 2.
Atlus - Shin Megami Tensei: Persona Series, Digital Devil Series, Devil Summoner Series(I'm convinced that if I had a lot more time and patience, I would love every Shin Megami Tensei game ever), Catherine.
Sony Santa Monica - God of War main series, Flow, Flower.
Ubisoft - Beyond Good & Evil, Prince of Persia Series, I Am Alive, Rayman Series, XIII, upcoming Watch Dogs will be awesome.
Vicarious Visions - Spider-man 1, Spider-man 2 : Enter Electro and Tony Hawk's Pro Skater 2 on the ps1. These are the games I know them from, and all were all awesome.
Clover Studio - Okami, God Hand, haven't really played Viewtiful Joe.
inXile Entertainment - Bard's Tale(2004).
Raven Software - Star Wars: Jedi Academy, X-men legends series, Marvel: Ultimate Alliance.
Rockstar - They haven't made a bad game yet. And they've made a looooot of games. GTA series, Manhunt series, Red Dead Redemption.They also didn't screw up Max Payne 3, which I considered impossible since Sam Lake wasn't writing it. Takes mad skills to do that.
Namco - Katamari series, Soul Calibur series, Tekken series(love the Tekken series), Urban Reign(most underrated game on the PS2, period).
Namco Bandai - Naruto: Ultimate Ninja series, Digimon World 2(man, this game ...
).
IO Interactive -Hitman series, Freedom Fighters.
Shiny Entertainment - Matrix: Path of Neo.
EA Black Box - Need For Speed series, Skate series.
Rebellion Developments - Rogue Trooper.
Team ICO - ICO, Shadow of the Collosus, The Last Guardian if it doesn't die.
Yuke's - UFC Undisputed Series, WWE games until Smackdown VS RAW 2007, after which they completely fucked up the controls with no option of changing them back to the classics. Dick move, guys.
Volition, Inc. - The Punisher, Saints Row series.
Luxoflux - True Crime: New York City(lots of good ideas, if it wasn't so buggy it would be a GTA contender).
Amusement Vision/ Team CS1 - Yakuza series.
Radical Entertainment - The Incredible Hulk: Ultimate Destruction(man, that game is awesome). Prototype/Prototype 2 is basically a glorified HD Ultimate Destruction, with a lamer protagonist and a dumber story. Almost all of the core gameplay elements are the same, and somehow a lot less fun.
EA Montreal - Army of Two, Army of Two: the 40th Day(maybe the best co-op split-screen fun on the PS3).
Rocksteady Studios - Batman: Arkham Asylum and Batman: Arkham City
Digital Extremes - Unreal Tournament Games(better than Quake IMO), Bioshock(PS3).
Various 2K studios - Bioshock Series(the best story-driven shooters I've played so far).
Gearbox Software - Half-Life expansions, Borderlands 1 & 2.
Double Fine - Psychonauts, Brutal Legend(one of my absolute favorite games so far). Tim Schafer is awesome.
Criterion Games - Burnout Series.
Vigil Games - Darksiders, Darksiders II.
BioWare - Dragon Age: Origins, Dragon Age II(haven't played that, but not hearing good things about it), upcoming Dragon Age III: Inquisition, which should fix the stupid things they did with the second.
EA Tiburon - EA Sports MMA.
Ninja Theory - Heavenly Sword(pretty artistic, and a good game).
Capcom/Eighting - Ultimate Marvel vs Capcom 3.
DICE - Battlefield Series, Mirror's Edge.
Evolution Studios -Motorstorm Series.
EA Canada - SSX Series
LucasArts - Monkey Island Series, many good Star Wars games(Jedi Power Battles on the PS1 is probably my favorite Star Wars game).
Starbreeze Studios/Tigon Studios - The Chronicles of Riddick: Assault on Dark Athena(contains Escape from Butcher Bay). Very good shooter.
Naughty Dog - Jak & Daxter series, Uncharted series.
Man, this took a while. If anyone bothered to read this, thank you