Zelda is easily the greatest, IMHO. That series is the primary reason why I say Nintendo is still the best game company around. FF is a solid second place, Civ is third or fourth, if anyone cares.
Maxis has SimCity (all of them are good), but that's about it. The Sims isn't a series (i.e., no sequels/follow ups, just expansions and cross-overs), but I personally was never interested anyway.