All time: 
Civilization II (followed by Grim Fandango, Maniac Mansion: Day of the Tentacle and Age of Empires II)

This gen: 
The Legend of Zelda: Twilight Princess

Although I hate to admit it now, Grand Theft Auto IV, all time and this gen.

Final Fantasy XII!

Any new instalment in the Pokemon, Final Fantasy or Zelda series or SSBBrawl (I remember going on the site every morning to see the updates and in April 08, being mega pissed off when the final update wasn't the PAL release date,  but was more screenshots)

Well, the first game I was ever hyped for was Ocarina of Time. It was the first game I ever preordered; I remember when I went to pick it up, I opened it in my car, and immeadiately brought it back in when I saw it was a grey cartridge. (I caught the gold preorder deadline, so I insisted on having that gold cart.) It's a shame that I was less than happy with the game...

For the game that had me gitty waiting for the preorder to open, it would be Etrian Odyssey 3. I remember this game being announced, and I was stalking Amazon for a few days before they put it up for preorder. The artbook announced later was just icing on the cake.

Or, the game that had me the most eagerly awaiting its arrival, would probably be Fragile Dreams. This was a game that played to 'me-service'. I love the ability of exploring a post-apocalyptic world, with emphasis on looking at things, and a side bonus of playing with kitties! I loved this game...

Metal Gear Solid 4

I was already hyped for it, but actually seeing the gameplay and all you could do... Pushed me over the edge.

I almost cried when IGN gave it a 10. I literally screamed when IGN UK (I think it was UK...) Gave it a 9.9, and said they refused to Review the MGO.

I simply couldn't wait!! I even had dreams about the damn game! :/

I got it as soon as my local game shop opened, ran home, and actually didn't leave my room until I'd beaten it.

I would say

Final Fantasy 13: I preordered, watch videos and everything

MW2:Same thing really but more hype then ff13

Hyped for right now

Gran Turismo 5

Deus Ex Human Revolutions

Infamous 2

Chrono Trigger DS 

and I am so hyping another Mirror's Edge and Dead Space 2

I remember when Kojima first showed off MGS back in 2005 it was awesomeness.