Borderlands is one of my favorite games of all times so that gets my vote. I will say though that I absolutely loved The Lost and the Damned, it was a great episode.
Edit: In regards to all the people saying they had issues with Borderlands PC, I will add my own anecdotal evidence. Steam says I have put 218 hours into Borderlands and much of that was with 1-3 people playing co-op with me. During that time we had no issues that prevented us from playing and enjoying our sessions. I tend to despise direct console ports but this game was good enough for me not to care about the little, annoying things.