Like others have said, there are too many to really cut it down. I was lucky enough to have been at a whole lot of the ones already listed, so I tried to think of my favorite in person game that no one had mentioned yet, and I have two - one MSU and one not.
The non-MSU was in St. Louis for McGwire's 70th HR. Absolutely electric atmosphere every time he stepped up.
As for MSU: 1991 State vs. ole miss basketball in the Hump. We both had good teams during that era. We were building momentum toward what would eventually become the SEC championship, so every game was critical. Especially a game against the confeds. We couldn't let them knock us off, so there was already a lot of pressure on the game. This is when Smoke Burns became my personal favorite Bulldog ever. This video is grainy, and the sound is weak (you had to be there), but you can feel the weight as he stepped to the FT line. Down 2, 0.00 on the clock, and no one else on the court.