Zelda: Skyward Sword

Skyrim

Demon Souls

Fallout 3

Last of Us

No particular order.

Grand Theft Auto V
Super Mario Galaxy 2
Grand Theft Auto IV
Ucharted 3
Star Wars The Force Unleashed

Portal 2
XCOM Enemy Unknown/Within
Dragon Age: Origins
Valkyria Chronicles
Skyrim

Note: All played on PC

Journey (PS3)
Brothers: A Tale of Two Sons (X360)
Lost in Shadow (Wii)
Mirror's Edge (X360)
Metro 2033 (X360)

RE4 Wii edition

World at War

Twilight Princess

Uncharted 2

Gears of War 2

I'm sure there are others but don't care to think too hard right now.

Mass Effect trilogy
Dragon Age Origins
Gears of War 2
Dark Souls
Alan Wake

Edit: Shit, I forgot Red Dead lol

Too many great games last gen

Mario Kart Wii
GTA V
Batman Akrham Asylum
Ratchet & Clank: Crack in Time
Dragon Age: Inquisition (Ok I played the ps4 version... but....)

1 - The Last Of Us
2 - Red Dead Redemption
3 - Uncharted 2
4 - Elder Scrolls: Skyrim
5 - GTAV

In alphabetical order:

Alan Wake - Overall, it was a very solid experience with some nice atmosphere and writing.

Assassin's Creed - Gameplay-wise, the first one in this series is battling only with Unity for the worst place, but the atmosphere and setting... Almost no other game in the series has come even close. Unity came close in some regards but butchered the experience with some horrible gameplay designs. Origins comes quite close, but doesn't quite match this one. The first Assassin's Creed gets a place on my list almost solely because of its atmosphere and setting. Whereas the later games in the series have mostly been more lighthearted, I loved the first game's more serious tone. I still wish the other games had more of that.

BlazBlue: Calamity Trigger - I'm not a fan of fighting games, yet the first BlazBlue was one of my most pleasant gaming experiences ever. I'm not even sure what it is that got me. I suspect it's a combination of gameplay, graphics, characters, and story.

Journey - This games deserves almost all the praise it gets. There isn't much more to say about it.

Uncharted 2: Among Thieves - Strictly speaking, the first one impressed me more due to novelty, but Among Thieves just improves everything - and most importantly, it has better story and it's way more diverse. I think it's the most balanced game in the series, and it's also my favourite game in the series.

Skyrim kind of deserves a place on my list but I probably can't enjoy it very much without mods, so that excludes the console versions. I also though about Red Dead Redemption, but I was late to the party and it didn't really hit me that hard despite me ending up liking it quite a bit. It's possible I would've enjoyed it more had I played it earlier but I didn't, and then there's the shooting part that I mostly loathe on consoles (says the guy with Uncharted on his list). Then there's other PC games that would definitely get a spot on my list, but they're PC games.

1. Dark Souls
2. Demon's Souls
3. God of War 3
4. Red Dead Redemption
5. Batman: Arkham City