But who knew mindless destruction could be so enjoyable for 15 hours?

For me:

2006:
Oblivion and Gears

2007:
Heavenly Sword, Call of Duty 4, Bioshock, Assasin's Creed, and Uncharted

2008:
Lost Odyssey, Valkyria Chronicles, and Tales of Vesperia

2009:
Demon's Souls, Fable II, and Uncharted 2

2010:
Bayonetta and Final Fantasy XIII

I guess this goes to show me that 2007 was such a better year for gaming.

-Dead Space...Oh gawd, it was simply beautifully scary!
-CoD4...Single player and multiplayer were better than I expected for an FPS.
-Fallout 3....I was hooked for 2 months straight, proof that the game was WoW.
-MGS4...First game I owned on the PS3, one of the reasons I bought a Ps3, the game is beyong beautiful!
-Demon's Souls...my sleeper hit of 2009. Ever since I saw the trailer, I thought, MUST-BUY...For the fact that it is hard,medieval and was the game that played nearly the same as Severance Blade of Darkness...
-LBP...never knew a platformer could be that much fun to create,play and share with people..
-At last but not least, the crown king of WOW's, God of War 3..No need to explain here, it's beautifully chaotic!

NO! This game was average, frustrating and too hard, the only game this gen I regret buying!!!

Half-Life 2 ep 2: The ending, just left me going "Holy Crap!"
Oblivion/Fallout 3 beginning: I love the short intro and then entering the world and thinking "The world is mine!"
CoD4 Single Player: The controllable cut-scenes were done brilliantly and IW made the First-Person perspective work really well.
Crysis:I knew it'd look good but holy crap!
Prince of Persia: I hadn't played the older ones but the platforming was just sublime

and guess who made it, ACTIVISION!

These games are the shockers of the shockers. Games that changed my perception on what can be achieved in the gaming world.

Wii Sports (2006/Wii)

I bought the Wii for The Legend of Zelda: Twilight Princess, and by all means that was a great reason to do so. But I really had no reason to be excited about Wii Sports. I mean, the game was just a pack in demo, so it wouldn't be that special right? Well, so far I've clocked in 47 hours on Wii Sports, whether it's with my sister playing bowling, with my brother playing golf, or having a group of friends over and having a crazy tennis match. The game is that much fun, and it always surprises me every time I see someone playing it with a big smile on their face. It really is a special game.

Bioshock (2007/360)

I usually don't go gaga over FPS games. I mean, they're good for some multiplayer fun once and a while... but other than that, I just find most (especially in the single player area) to be tedious. Enter Bioshock... and I knew there was something different about this game even before I played it. I knew it was going to be more than big explosions, headshots, and bullets flying in all directions. But I didn't realize that this game was so unique. From the very beginning you know you're in for a treat (I was wowed by those first ten minutes. Wowed.) and the game never lets up from there. Oh sure, other FPSs never let up on the action and intensity, but Bioshock never let up from the mystery, suspense, wonder, fear, and a whole myriad of emotions. From Big Daddies to Sander Cohen and Andrew Ryan, each character and area of Rapture was a wonder to behold (And everyone knows "Would you kindly". Simply one of this generation's finest moments). Although the ending let up on the gas somewhat, Bioshock is one of those games that you never see coming.

Super Mario Galaxy (2007/Wii)

Let's face the facts: Platfomers were so 5th Generation. Platforming on the whole had been steadily decreasing since the SNES/Genesis days, and while the N64/PS1 had some great 3D Platformers, it was an exception rather than the rule... seeing as the genre shrink even more during the GCN/Xbox/PS2 days. Sure, there were still some great platformers during those times, Super Mario Sunshine was fun (but most would tell you how it doesn't meet up to the previous games' high standards) and Sony had Sly, Ratchet, and Jak... but other than that we all knew that FPS was the console king now, and that platformers would never be in the position that they were in a few years before. Generation 7 came, and everyone expected the same: FPS would be king while all others fought for the scraps. And besides, what innovation was left for the Platformer genre anyways? It's best days were behind it. And those were the facts.

And then Super Mario Galaxy was released. I really can't tell you the amount of sheer joy I had while playing this game. It's just... so darn magical. The sheer creativity and wonder that this game possessed is simply unparalled. It is my favorite game this generation and my second favorite game of all time. Simply shocking.

Okami (2008/Wii)

All I heard was that this game was a pretty good Zelda-wannabe, and that was enough for me. Besides, I needed a Zelda fix ever since beating Twilight Princess (Great game but not shocking, only because I knew how awesome it would be. ) so Okami would suffice. Of course, that was before I popped in the game and saw it for the first time. I was awe struck by the game's beauty. It was another one of those "Wow!" moments you get just from surveying the world around you. I mean, I was having fun just by running around Shinshu Fields. I can't tell you the amount of joy I experienced just from running around an area of land. It's ridiculous, I know! But if a game can do that just within one area, imagine what the rest of the game did. Blockheads aside, I loved this game. I loved it so much that I now can't decide if I enjoyed this or Twilight Princess more. Okami stands on its own now, a great game and a great adventure.

Silent Hill: Shattered Memories (2009/Wii)

We gamers are used to dying. We've been dying ever since we played our first game. Missed the jump? Dead. Squashed by the boss? Dead. Yep, we as gamers are used to dying in games. And despite all of this dying we rarely delve into what it means to really die. No extra lives, no more continues. Just death itself, inescapable and something we all have to deal with. It's part of the human condition, and yet we as gamers try to so do much to avoid it in our every day games. And why wouldn't we? Death is something that we don't want to deal with. Death is scary.

Silent Hill: Shattered Memories is a game about death. It's a game about loss. And despite the fact that you find yourself trapped within a nightmare surrounded by demons, the game itself is unabashedly about our human condition in the face of this death.

But it's not all about death, it's also about a father. A father that will do everything in his power to save us. A father who really loves us. A father that we all want, because in reality the truth about our own fathers aren't good enough.

This game brought up a lot of questions in my own personal life, and I'm a better person for it. Pretty shocking indeed.

Oh yeah Smeags, definitely Silent Hill Shattered Memories. The ending was one of the biggest shocks in gaming history for me, and it really touched me on a personal level. Amazing game.

To be fair... those tank sections are a pain in the ass.

 I'm assuming you haven't played Morrowind, because Oblivion was a major down grade in the immersion department. Sure, it may be technically a better "game", but it is in no way a better "experience" than Morrowind.
However, my biggest shocks would probably be Company of Heroes

Dragon Age: Origins

F.E.A.R 2 (especially since I'm not fond of traditional FPSs)

Farcry 2

Mass Effect

Mirror's Edge

Mount and Blade (one of my favorite games of all time, despite the Dreamcast level graphics)

Yakuza 3

Portal (the only game I have ever played that was 100% flawless)

S.T.A.L.K.E.R. Call of Pripyat (my pick for the most immersive game of all time)

Well that's it I guess.

It doesn't really count, but since I played it for the first time recently, Sands of Time really impressed me, enough to be my favorite game of all time.