There are many that I have enjoyed throughout the ages. However my favorite will always be Mario 64's Cool, Cool Mountain. First, in 1996 I was 12. Second, I had lived in a tropical Island all of my life and Snow seemed alien and wondrous to me. And 3rd, Mario 64 was the first proper 3-D game that I had played at that point.
It was a magical and endearing experience. The slide was addictive as heck and diving head first into the snow with Mario was an unforgettable experience.