Coming out of the Kokiri Forest and into the hyrule field for the first time. That was really something. I don't think any game has matched that feeling yet

Pulling out the Master Sword in A Link to the Past!
Unpacking my SNES for the 1st time(obviously)
The Bowser Levels in Mario64
endless list!!!

pre-ordering, buying, and unpacking my Wii

When I got me NES. I still have it, and it still works.

The first time I played NES in my friend's home, he got SMB1 & 月風魔伝（GETSUFUUMADEN), wonder if you guys know this game, it is real amazing, one of best games in NES.
check this out:
http://www.youtube.com/watch?v=IYf8-X3sTVk

NES
Playing Super Mario Bros (1 & 3)
Playing The Legend of Zelda (with a dictionary, I was 9)

SNES
No longer pay for Streetfighter 2 arcade
Donkey Kong Country
Starwing
Win the rainbow road 1st time

N64
Link in 3D!!! Waking up after pulling out the Sword.
Hours and hours of Goldeneye

GameCube
Amazing Windwaker graphics (still love the art style)
Tales of Symphonia (wow, what a story)
Fire Emblem (I love all of you, don't die.....[reset] )
Resident Evil (F*ing mansion, f*ing shark, f*ing zombies, I need ammooo)

Wii
Wii sports: watch everyone having too much fun
First planet in SMG

Cave of ordeals (Hmmm no, can't get further)

Hm... That's a really hard question. I think the first Wii Sports-night and playing Super Mario World on the SNES the entire in my childhood get to split first place.

Putting in Super Mario World and playing it.

First time i turned on and played Mario 64

When I received my SNES as a Christmas gift... it was such a magic moment. I remember like if it happened yesterday.