“Favorite RPG I never get to play” is a tricky question. Is that literal, or figurative? My reflex answer to this is Ars Magica or Over the Edge, but both of those I have played on multiple occasions. So while it feels like I “never” get to play them, I actually have—in the case of Ars Magica I’ve had 2 or 3 long-running, awesome games over the years (one using Redhurst as the setting). A few other games that I’ve “always wanted to play”, I’ve actually played, if only once: SkyRealms of Jorune, Time & Temp, Earthdawn, Iron Heroes, Doctor Who: Adventures in Time and Space, Cat, Everway, Aria: Canticle of the Monomyth. I’d love to play any of them again, with Iron Heroes and Everway tops on the list. But they can no longer go on the list of games I’ve never gotten to play.
If I take the question absolutely literally—only games that I have never played at all—there’s still quite a list. Deadlands and The Babylon Project are very high on that list, as are Don’t Rest Your Head, Castle Falkenstein, and Dead Inside. Particularly notable is Deadlands: we created characters when the game was new, and then the game fell through before the first session.
But of games that I’ve never gotten to play, I guess I’d have to say that Underground is the never-played game that I most want to play. It beats out the others by virtue of its genre and mechanics. The unique blend of dystopia, cyberpunk, and supers, used to foment social commentary, is something I’ve not found even half of in any other game. The mechanics are not as novel as some games, but still provide some nice touches. I’m particularly fond of the character creation, which puts the player in an impossible situation that mimics the impossible situation their characters are in, and the rules for how characters’ actions change society, always with unintended consequences—I believe Underground was the first commercial RPG to have formal mechanics for this.