It's difficult for me to narrow down just one game, but if I was forced to I would go with..
..Mercenaries: Playground of Destruction.
There was just something about it; the voice acting, gameplay, setting, atmosphere, factions, characters, story, dialogue and humour.
Other great games would be the original Crash and Spyro games, Dynasty Warriors 4, Ratchet and Clank series, jak and Daxter series, Resistance: Fall of Man and Fallout: New Vegas.
For PC it's definately Dawn of War and the expansions.