Based on my collection, I think it must be pretty obvious that my favorite game companies are:
Sega (and its affiliated studios), (the old) SNK and the mighty Tectoy.
But there's also space in my heart for (in alphabetical order):
Activision (mainly in the 80's)
Bandai Namco (particularly Project Aces)
Bluepoint Games
Capcom
Hudson Soft
Kojima Productions
Konami (up to the early 2010's)
Naughty Dog
Sony Computer Entertainment
SquareSoft (not SquareEnix)
Treasure
Vanillaware (and all the other games developed by Jōji Kimatani before he established his own company)
To name a few...