Ooh, tricky... let's see if I can remember.
Chances are I never completed any games for the Amstrad CPC when I was a youth. I was pretty young then. So let's move on to the PC. Hmm. Wolf 3D, I watched my Dad complete. Moraffe's World... is huge. Castle of the Winds... I completed a few years ago when I felt nostalgic. Okay, let's zoom ahead.
Sega Megadrive. Aha! Here we go, I completed Golden Axe, followed by Revenge of Shinobi. Both without cheating. Or was it GA then Shinobi 3? I forget. Then would have been SF2 Hyper Fighting (or some other stupid variation of Street Fighter 2), Brutal Paws of Fury, Gunstar Heroes...
I don't really remember much of it though. The first game I remember feeling pride and achievement for completing was FF7*, followed by Suikoden 2.
*Which is, as we all know, the first game ever made. Real life is just a parody of FF7, and every religion is based on ancient stone tablets containing the programming for FF7. WWII started when Winston Churchill saved over Hitler's saved game.