I was going to say Factorio as well! :D Hollow Knight has a native port and is a fantastic game, but my favorite games are ones like OpenMW or DevilutionX where the entire engine is remade from the ground up and open-source
BallisticNG. Incredible WipEout homage, Linux native, VR compatible, runs locked at 60fps on Deck. Fun tracks, cool ships, nice lore. Physics and mechanics are by default more geared towards classic PSX games (1, 2097, 3), with "modern" physics and mechanics (Pure/Pulse/HD with absorb, barrel roll etc.) getting an overhaul in the next version.
Factorio is so amazing on linux. Like the devas actually care about Linux. They care so much that went on to shit on Gnome for no client side decorations. Absolute legends. Wish more studios wer like them.
I guess I have to say Stellaris because it's my favorite game in general. It also runs as good or better under the native Linux version than it ever did on Windows, so points there.
Open Roller Coaster Tycoon 2! You need to own an official version of the game in order to get the models and textures and whatnot, which are still under copyright. After that, you can play with ORCT2 and enjoy the expanded capabilities,
seen a lot of games with native linux ports, always need to use proton because usually the native ones won't even launch successfully. the only one that works almost 100%, golf with your friends.
I'm not sure if I have a favorite game but if I had to choose one I'll probably have to say Dungeon Crawl Stone Soup given the amount of time I have spent with that game.
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I'm gonna say Valheim, even though the native version doesn't respect your default audio device so it can end up outputting sound to the wrong device at startup, which you can then correct using a volume mixer.
That's the reason why I still play the Windows version via Proton though.
But you were asking for my favorite game with a native Linux port, not for the game with the best Linux port :D
Since people have already mentioned Factorio, Dead cells, and Stellaris (which btw all of paradox grand strategy games since CK2 have native versions). I'll mention a lesser known game that me and my wife love to play, it's similar to Overcooked (which btw Overcooked 2 has native Linux support) but a lot more calm: Out of Space
My top answers are of course Kerbal Space Program, Dwarf Fortress and Stellaris.
However, all those have been mentioned already, so, to add something new to the list: Pathfinder: Kingmaker. It is currently my favourite cRPG.
Edit: Since you mentioned "Great Linux ports": Kingmaker has a game-breaking bug in the Linux version regarding Gamepad input. However, as long as you play it with mouse and keyboard (as the gods intended - insert PC Master Race meme), the Linux version is working perfectly fine. However, if you plan on playing it on the Steam Deck, you might want to play the Windows build.
Out of all the games that I know for sure that have a native Linux port, I'm either going with Minetest, which I have been playing for Voxel Libre (once Mineclone2), or the Sonic Robo Blast 2 with the Reveries mod, despite not knowing what exactly it changes. They're the 2 games I know have a native port that I've been playing the most recently.
Since no one mentioned XCOM 2 I'll pick that. For some reason it only lets me play it with War of the Chosen expansion, though, and it's very difficult. But I have fun getting my squad wiped because I'm masochist like that.