1st Friendly Game I can remember was a pre-season friendly when I was probably about 8 or so - Wrexham vs Liverpool at the Racecourse Ground in the evening. No idea what the score was!
1st proper game was Man United vs Wrexham in the FA Cup at Old Trafford in 1995. Got some great complimentary tickets just in front of the dugouts. Wrexham took a surprise 1-0 lead but ended up losing 5-2.
Best Game
Manchester United vs Tottenham Hotspur in the 08/09 Premier League season at Old Trafford. United went in 2-0 down at half time and ended up winning 5-2 with a phenomenal 2nd half display scoring 5 in little over 20 minutes.
Closely followed by the Champions's League classic in 1998 between United and Barcelona which ended up 3-3. I was so annoyed at the time that we had drawn the match, but looking back on it over time, I realised just what a fantastic game it was.
Worst Game
I remember going to a lot of Wrexham games when I was about 15 or so and they got stuffed on a number of occassions, so I would have to say one of them probably.