I can think of 4 games that I absolutely prize over anything else.
1. Illusion of Gaia (SNES): Omigod this game utterly HYPNOTIZED me as a kid. And that's hard to do, I have a very limited attention span and a hard time focusing on any one thing for a long period, normally I dont do well with RPGs (or even Zelda-ish games as this one is). This one though, was something special. There's never been anything else quite like it, not for me anyway.
2. Baroque (PS2/Wii): Easily one of my favorite games of all time. I love roguelikes, and I love action games with active combat and lotsa stuff to dodge, and this game achieved mastery of both. And then wrapped it up in an excellent visual style and a somewhat horror-ish theme and a unique setting, and lots and lots of challenge. I've spent well over 300 hours with this one by this point.
3. Minecraft (PC): Because HOLY CRAP it's like this game was designed specifically for me to play. Randomly generated worlds to explore (a feature I tend to love in any game that uses it), tons and tons and TONS of different things to do, absolute freedom to do whatever I want whenever I want, so long as I have the proper equipment and items (as opposed to many games where you cant do such-and-such thing until some story element decides you can), lotsa monsters to fight and challenge to be had, and.... the list just goes on and on. And that's just the vanilla version of the game (AKA, the normal version without mods). When I feel like making some changes, I can load up a seperate modded world, that might have things like new enemies, new blocks, new mechanics, or all sorts of crazy stuff. Minecraft isnt for everyone, but there's a reason it's so popular, and for me, it is absolute perfection. ......except when it crashes. Quite the buggy game, really.
4. Mushihime-sama (PS2/360/PC-MAME): I'm a big fan of the shmup genre. I have been for awhile now. Heck, the only reason I still HAVE a 360 at all is because it's the console that all of my expensive import shmups are on. I'm willing to pay quite alot of money for a good game in this genre. The original Mushihime-sama, made by Cave, is the game that sealed the deal for me with this genre. The moment I saw some random videos of high-level players doing amazing things against ridiculously impossible bosses, I was forever hooked. I do think that it's sequel, Mushihime-sama Futari, and a bunch of other Cave titles (and some non-Cave titles) are better than this one, but this is still the one that really "did it" for me, so it's special.