Up until recently, I would say "999: Nine Hours, Nine Persons, Nine Doors". It's getting a sequel now (which it really didn't need at all), so it's no longer eligible...still brilliantly done, though.
Something that probably will not be getting a sequel would be the game Fragile Dreams: Farewell Ruins of the Moon. I adored this game. I adored the characters, the setting, the story, the mementos, the style...granted, there were some things that I wished didn't happen or things that I wished happened instead, and not every character was well done, but I still loved the end result and truly wish that more games like it would be made. But I do not mean a sequel, but more games with this focus on more emotionally driving and personal stories.