I like the Unreal 3 engine and the Source engine more than the CryENGINE. As beautiful as it looks, it demands a lot from the system itself. I had a fairly low-end system when Half-Life 2 came out, but it ran pretty well on my computer. Same with the Unreal engine; I've always found it to be kind to my computer when I'm playing games built with it.

Special mention goes to the X-Ray engine by GSC Gameworld, which renders the best dynamic lighting I've ever seen in a game.

EDIT: And Build. Let's not forget Build.