Personally mine would have to be Shadow of the Colossus. Its just a phenomenal experience. To get soooo much from a game with just 16 "boss battles" and 3 characters. One who never speaks and one who is a horse. No other game has ever had such an impact on me since. Its exactly my type of game.
In a close second though would be FFIX. Definitely my favourite final fantasy.
So what is your favourite game and why?