Of all the games I play... mhm.
That would be RL. An open world like no other, awesome immersion effect, a system of skills that allows you to create a truly unique character. Although the plot itself is no fun, you start with random abilities which affect your progress to a degree and no savegames/checkpoints allowed makes it really hard at times.
That being said, I enjoy:

Gothic
Stronghold
Devil may cry
Neverwinter Nights
Disciples
Max Payne
Severance: Blade of Darkness

Kinda not in the mood to choose whether I like coffee, pizza or peaches best (to say nothing of apples and oranges :-P).