Super Mario Galaxy
Half Life 2 and it episodes, Portal and TF2, so Orange Box
Uncharted (though not as much as the other ones, but it was a great game)
The Banjo Kazooie demo (yes, the demo, I didn't buy the full game yet, but I'm sure it would've been on the list)
Edit: Whoops, I forgot about BioShock. Whoa, a game I call best game ever, and I forget it..
And I'm currently playing Psychonauts, and loving every minute of it. But it's last gen, so I guess it doesn't count
But nothing -
nothing - will ever give me the same feelings I had when I first played Super Mario World, Donkey Kong Country, Super Mario 64, Banjo Kazooie, Banjo Tooie and Perfect Dark. Those are my ultimate games ever. Oh, and BioShock..