Some of my favorites:
Final Fantasy VI -- this, to me, is the best turn-based RPG ever made and the best SNES game (which is saying a lot)
Deus Ex -- the emergent gameplay and player choice in this one is phenomenal
The Elder Scrolls III: Morrowind -- a remarkable, lived-in open world with so much to do, see, and decide
Xenoblade Chronicles -- a near-perfect mixture of mechanics, battle systems, mission design, character progression, exploration, story, and sound