A lot of very good games in the running here. Going to have to plump for Yoshi's Island, which is just a sheer joy to play (more so than anything else I've played). Wonderful graphics, superb level design, catchy and memorable music. It's always a fantastic experience to play through, chock full of Nintendo magic. It also offers a fair bit of challenge when trying to 100% as well (not sure how I managed multiple times as a kid, I really struggle now).
Shout out to Tomb Raider II. It pains me not to select this, but Yoshi conquers all.