2007: Super Mario Galaxy
2008: Super Smash Bros Brawl
2009: New Super Mario Bros Wii
2010: Monster Hunter Tri
2011: Zelda: Skyward Sword
I also have kept track of everything since 2002 (in the years before 2002 i often bought video games that didn't actually come out that year, so it's harder to keep track of. I know my favorite game bought in that year, but not my favorite game made in that year)
2002: Metroid Prime
2003: Zelda: Wind Waker
2004: Metroid Prime 2
2005: Fire Emblem: Path of Radiance
2006: Zelda: Twilight Princess
Monster Hunter: pissing me off since 2010.