Mario is the #1 greatest, even though I don't particularly care for the way it's been going the past few years. I mean without him we might not even HAVE videogames today. He almost singlehandedly revived the industry after the crash of '83, and he's been going (mostly) strong ever since.
Zelda is obviously my favorite series and has had a huge impact on the gaming industry. Instituting a save system and nonlinear design in the first one, perfecting the action-adventure formula down to a science in ALttP, introducing a deep (for its time) narrative into the handheld industry with LA, introducing the lock-on target system in OoT, and now perfecting the 1:1 motion control in SS (which I believe still has the potential to greatly affect how we play games).
Pokemon revolutionized the handheld market. Adding a social trading aspect skyrocketed the whole industry, and nowadays handhelds are arguably even more popular than consoles. Add to that the fact that they are cross-media, with trading cards, television shows, movies, and tons of other merchandise, and it's hard to argue against its impact on the youth culture.
Halo helped Microsoft establish a hold in the gaming indistry and helped to develop the online play system we now use (even if I don't care about it).
Grand Theft Auto singlehandedly defined how we go about creating sandbox games, and its more mature content was the catalyst in bringing about more mature content in gaming. (Not that that's necessarily a GOOD thing, but its impact cannot be denied.)
Honorable mentions
Metroid, for further developing the nonlinear playstyle Mario and Zelda used beforehand into something entirely new, for being one of the first to use atmosphere effectively, for showing developers how you CAN tell a very rich and meaningful story in a FPS game, and for making sure that the first female protagonist was remembered not for sexualization but for her tenacity and will to fight.
Metal Gear Solid; who, along with Final Fantasy, brought the PlayStation to the forefront and ensured its stay in the industry; and for setting up a deep and meaningful narrative in a shooting game (see where I'm going with this?)