it's kinda hard to say, cuz i've got a few. The first is Devil May Cry 1 and 3 cause of their sheer difficulty and challenge. I know that most people complain about it, but that's the fun of it though. I mean sure the enemies are a bit simple and repetitive later on in the game. However the bosses are really hard and some keep coming back to beat you. When you finish it, it's just the satisfactory of beating it.
My second would be like starcraft because it's so balance that if you play any race, you'll still can beat each other. No race is ultimately powerful, there's always a counter on the attack. It kinda makes you wanna try and find the weakness and strengths. It's one of the most successful RTS games ever. I'm so excited about the second one coming out.