The unexpected and amazing surprise that was Valkyria Chronicles. The game-play, the art-style, the characters, the story, all of it combined to create something special and memorable. Even though I raged at times, even though one of the plot twists nearly brought me to tears and kept me from playing for two whole, miserable days, it was still a special experience that reminded me of when I was a kid who got lost in the spellbinding worlds of Final Fantasy or the Suikoden. For me, games that can steal you away and wrap you up in imagination like a good novel are among the primary reasons I'm into gaming.
I know everyone recommends the Halos, Uncharteds, and Marios, but I think Valkyria Chronicles stands right up there with them and, honestly, I'd pick it over most of the big franchises.
