Pokemon Silver was my favorite back then because of its imaginative cities, great music, and long quest.
Then Spyro: Ripto's Rage and its great replayability, attractively colorful levels, and easy controls.
Then Pokemon Sapphire with its secret base system, weather system, and just as imaginative places as in Silver if not more.
Then Grand Theft Auto: San Andreas for its huge and various world, many kinds of missions, weapons, and vehicles, and pretty cool plot and voice acting.
Then Final Fantasy VII and its lovely music, sweet plot, and intense and various gameplay.
Then Resident Evil 4 because I was almost never frustrated with it. Almost every time I died, however, I was either scared crapless and/or having too much fun to care. That one quick-time action scene, however, wasn't too much fun, but didn't stop me from replaying it three more times.
Then Pokemon Diamond with its good music and subplot, the best gyms I've ever played, attractive visuals that stand out, resurrection of the day/night and weather systems, the Underground, and online play.
And then came Oblivion and Halo 3. I played both these games for a long time. There's Halo 3 and its multiplayer that I love as much as Call of Duty: World At War's if not more and also its just as awesome Forge and Theater modes and online service. Oblivion is a very long game and very fun, despite some bugs and crappy physics. It's got a lot of dungeons to loot and side quests with some pretty cool plots. 160 hours later and I barely touched the main quest still.
I don't think I can really pick my exact best game because they're all so awesome and inspiring.