I've got a few, which might comlicate things.
Assassin's Creed PS3/360: No explanation, it's just great.
Prince of Persia PS2/Xbox/PS3/360/GC (loads): To be honest I only really like the first one. They're all pretty similar I suppose so I like the series.
Final Fantasy VII PS2/PS/PSP/DVD/BD (I'm calling it a series): Best character-best story. Ever.
Uncharted PS3: Fantastic graphics, great gameplay
Jak and Daxter PS2: Can't really describe why I like them.
Silent Hill (lots of consoles): I've only really been on the first one, but I think it keeps a horrific atmosphere better than F.E.A.R. does.
Mostly though, I'd say Assassin's Creed and Final Fantasy VII.