I am in agreement with Miwala on this.  Tal has been my favorite for many years.  He played so many great games it is difficult to pick out just one.   Recently the book THE CHESS PSYCHOLOGIST - WORLD CHAMPION TAL has been republished in paperback (or soft cover).  This book was written and compiled by Alexander Liepnieks and published in 1961 by the North American Latvian Chess Association.  A few Latvians put this book together to celebrate Tal's victory over Botvinnik in the World Championship, they were so proud of him.  A few annotations were written by the Chicago master Paul Tautvaisus.  They all wanted to do this.  The book was printed in Chicago's Lincoln Park neighborhood by Alfreds Kalnaj's Printing Company, 719 Willow St. Chicago Illinois, I'm guessing in his basement print shop.

    Many players believe the best way to improve your game is to study the games of the best grandmasters.  I recommend this book, with 60 of Tal's games and his history of that time.  Only 8 of them are the 1960 World Championship match.  You can follow his career as a young player.  It starts with the student teams championship in Uppsala, Sweden 1956.  The 4th World Students in Reyjavik 1957 where he plays Larsen.  He meets Geller, Polugayevsky, Spassky and Keres in the 24 - 26th USSR Championships.  He plays Fischer at Portoroz 1958 and Zurich 1959 and there are two games against Fischer at the World Candidates, Yugoslavia 1959.  This book was about Tal's chess career and inevitable triumph. 

    Tal popularized the Modern Benoni Defense with his very sharp sacrificial play.  His game in that defense with Yuri Averbach is included in this book.  Like Fischer he played the King's Indian and Sicilian Defenses.  He plays a nice Tarrasch Defense against Keres (starting out 1. d4   1. Nf6).   He beat both Taimanov (in 31 moves) and Spassky playing the Nimzo-Indian Defense (and Taimanov wrote a book on it).   

    So Tal has my vote, even though Fischer and Capablanca played some strong and interesting games.  Tal must surely have been a great influence on Gary Kasparov.  There have been loads of great games by great masters, but if you learn to play like Tal you will feel good about yourself.  Tal was an exciting player.  Many grandmasters were not.       

Mikhail Tal (Latvian: Mihails Tāls; Russian: Михаил Нехемьевич Таль, Mikhail Nekhemievich Tal, IPA: [mʲixa'iɫ̺ n̻ʲɛ'xɛmjɛvʲiʨ t̺al̻]; sometimes transliterated Mihails Tals or Mihail Tal) (November 9, 1936 – June 28, 1992)^[1] was a Soviet-Latvian chess player, a Grandmaster, and the eighth World Chess Champion. He was often called "Misha", which is a diminutive for Mikhail. He was also called "the magician from Riga". Both The Mammoth Book of the World's Greatest Chess Games (Burgess, Nunn & Emms 2004) and Modern Chess Brilliancies (Evans 1970) include more games by Tal than any other player. Tal was also a highly-regarded chess writer. Many authorities consider him to have been the greatest attacking player of all time.

In 1988 I worked at the World Chess Festival where Tal won the second World Blitz Championship. I was in the players' lounge one day and Tal was playing blitz with some IM I can't remember. I'm thinking Shirazi who spent a night or two at my place. I honestly can't remember who was in the room, but there were probably a dozen GMs gathered, another dozen IMs, and a few others. Envision players like Korchnoi, Vaganiam, Chernin, Spraggett, Yusupov, etc. I think Karpov was there too.

What I remember was Tal was absolutely obliterating his opponent. It wasn't a typical plus situation for me, in fact it was a complicated looking board. But Tal pulled rabbit after rabbit out of his hat and chased the other's King all over the map. Ya, so what. But when GM's are going "oooh. aaaah!" continually, and getting more and more excited with each move, you know it's not just you that feels stupid. The final blow met a round of applause and handshakes. The kind of peer acknowledgement that speaks of true genius.

His winning the championship was special too. We had probably 300 watching with a big screen video projection hooked up to the board, the first time ever.

We were all cheering for Tal and we wanted to see him play Kasparov, the then WC. In fact we wanted to see him destroy Garry! Oh well, Georgiev beat Garry who was then beaten by Vaganian. It was still an electrifying final. When Tal won, the standing ovation was electrifying.

http://www3.sympatico.ca/g.giffen/worldchessfest.htm

Menace,

    Victor Korchnoi wasn't bad either.  He would play any opening under the sun.  Confidence.  Some people might put Kasparov right behind Tal.  You were certainly in the inner circle at the 2nd World Blitz.  Sort of like the chess gods coming down from mount olympus I'll bet.

   We can find Korchnoi - Tal  USSR 1962 on Chess Showcase/Best Chess games.