I think it's a tie between Pokemon FireRed ( I used to be a huge fan back in the day) and Smash Bros Melee!

DBz Legecay of Goku 2
Final Fantasy I,II and IV

Shenmue

Crash Bandicoot

The Legend of Zelda NES. I don't even know how many times I have finished it.

I must have beat Resident Evil 4 a good 8 times. It's one of those games I can never go more than a year before going back to it.

Ocarina of Time
i have to play that game atleast 3 times a year.

I just get the urge. I know it so well i could probably play it blindfolded.

Resident Evil 4
Uncharted 2
Prince of Persia : The sands of time (2003)
I finished those games at least 10 times

Resident Evil 4, Resident Evil 3, Uncharted 2, Pokemon Gold / Silver, Sonic Adventure, Sonic Adventure 2, Metal Gear Solid, Metal Gear Solid 3 and Final Fantasy XIII.

All around 5-10 times each.

Mine would probably have to be Breath of Fire 3, that game is just great and depending on what masters you apprentice to each playthrough is different from the last.

Edit: i am a moron BoF3 actually has multiple endings depending on decisions made in end part of the game and i just realized that seconds after writing my post.

with that one Disqualified i change my answer to Final Fantasy IX that is a fantastic game just amazing.