Zelda: Ocarina of Time for me, an absolute classic. It is also the only game I have gone back to and completed more than once, and I could do it again right now!
Other runner-ups I guess could be.. Half-Life 2 as I love how real everything feels and how believable the Half-Life world looks. I also loved Tales of Vesperia for the cel-shaded graphics and brilliant character development and story. Finally Monster Hunter Freedom 1, I loved the pre-historic feel of the village you stay in and it also provided an incredibly rich in rewarding gaming experience.