It'd be something like a four way tie between Pokemon Emerald on GBA, Dragon Warrior (Quest) III on GBC, Pokemon Mystery Dungeon: Explorers of Time/Darkness/Sky on DS and Age of Mythology on PC. Pokemon Emerald 'cause you can't beat Pokemon. Dragon Quest III because of the sheer awesomeness of having different characters of different vocations and the lovely story. Pokemon Mystery Dungeon: Explorers of Time/Darkness/Sky because it has a fantastic story and decent traditional gameplay. Finally, Age of Mythology because of sheer nostalgia.
I could probably give special mentions to tons of games like Wii Sports, Super Smash Bros Brawl, New Super Mario Bros Wii and Mario Kart Wii on Wii, Dragon Quest IX and Pokemon Black/White on DS, Virtual Villagers on PC and Sonic the Hedgehog 3 and Knuckles on VC (from Sega Mega Drive/Genesis of course).
Oh, wow, I just listed practically half my games...

it's really hard to pick a favorite.. they offer very unique experiences.. such amazing pieces of work some of these games are

I can only echo what KratosGodKiller said, God of War III is my favourite game ever.

My fav 6
-Super Mario 64
It has everything I like in a game, fun gameplay, a lot of variety, perfect controls, exploration and a lot of freedom. It's one of the few 3D games that let you accomplish your objectives (get the stars in the specific case), in a lot of different ways, so every time you play it's a quite different expirience that never gets old.
-Super Smash Bros Melee / Mario Kart 64
I put these two under the same category because I like those for the same reason, hundreds of hours playing, shouting, insulting with my fiends. These are 2 infinite games, I've never stopped to play them.
-Unreal Tournament
Addictive frenetic gameplay, kickass online, great LAN parties, a lot of variety: different game modes and arenas. Not any other FPS has taken me like this one.
-Metroid Prime
This is the closest to perfect single player experience I've ever had. The most immersive game ever, the best atmosphere and the best level design, mixing perfectly exploration, action, boss fights, puzzles. I just had a lot of fun searching for all secrets. I've finished it multiple times. To be honest I was almost equally blown away when I played Super Metroid on VC, it was even better for some aspects and that's maybe even a greater achievement considering it was a SNES game. But MP was my first met with the series so it's my favourite.
-Metal Gear Solid
It was so much different to everything I've ever played till that day. It was actually the first game to have a story better than an average movie (and one of the few ones till today imo), and the best VG character ever. But mostly even in that case immersive gameplay, a lot of variety, great boss fights were all there to make the difference. I'd say MGS4 has surpassed it on a gameplay side, but still it wasn't as grounbreaking as the first one, also it hasn't got the same atmosphere and story.

Deus Ex

Greatest single player experience ever created. An involving storyline, a fully interactive cyber-punk world, great power ups, multiple paths and amazing freedom. The perfect mix of FPS and RPG. The multiplayer was actually quite fun when it was added too.

Chrono Trigger...

awesome gameplay; memorable cast of characters; a complex storyline; vibrant, expressive graphics; and one heck of a soundtrack as cherry on the top.

It's hard to choose since I have many favorite games for many different reasons but I guess the game that has been as close to "perfect" for my liking has been Fallout 3. (And I haven't even finished it yet )

Nothing has approached the perfection of Metroid Prime, for GameCube, though the Trilogy version for Wii is the superior one (though it makes two energy tank that was a pain to get in the GC version brokenly easy because of free morph ball jump)

Final Fantasy Tactics for the PS1.

Megaman Battle Network 3