I really have to put them in categories because the experiences are different and it becomes hard to pick just one.
For the Nes I'd have to say Mario was phenomenal. I was hooked on that game for too long a time.
Snes Street Fighter 2/Zelda AlttP : SF2 woke the competitive gamer in me, and A link to the past just dominated my life.
PSX: Final Fantasy 7 made me a hardcore gamer. I was all over this game when I was in high school. MGS was amazing as well because I had not experienced a cinematic game like that before. Not to mention Snake was and still is the baddest mofo ever.
N64: Legend of Zelda Ocarina of Time. Passed the transition to 3d with AAAs and set the bar for the rest.
To be honest the combination of FF7, MGS and OoT made me a VG maniac.
PS2: Final Fantasy X. Everything about this game screamed polish. Top Tier ending to boot.
Xbox: Halo. God damned Halo. 'nuff said.
360/PS3 era...MGS4 hands down. After so many years of experiencing phenomenal stories, gameplay, music, inmersion etc. you kind of get used to games being good, great and/or near epic. MGS4 took me by storm. I knew the game was going to rock, but not this much. Everything was just right.