For Baseball Games, I was a huge fan of Baseball Stars for Nintendo. I think that was one of the earliest games that you could make your own players. John Olerud was pretty sick in that game too for the Blue Jays.
As mentioned, NHL 94 and 95 were amazing. I remember my brother and I started a Best of 99 series one weekend in NHL 94.
There was also some great wrestling game for N64 that my friends and I would play Battle Royale. It was great cause even if you got eliminated, you'd hang out outside the ring and you could sweep the legs of people still fighting, drag them out and beat the shit out of them until they crawled back under the ropes.