Twilight Princess. I've never been more engrossed in a game. Before that it would have been Shadow of the Colossus. It's a bit of a bummer than nothing last gen ever beat something I played at the very beginning of it, though, and it wasn't even a Wii game to begin with. Games just don't wow me as much anymore, I guess.
Currently playing:
Bloodbath Paddy Wagon Ultra 9