There are many contenders for that title - Fallout 3, Assassins Creed 2, RDR, SC2 and some others. But I think the game that I derived most pleasure from this last decade was definitely:
Civilization IV (2005) - it wasn't impressive at first, with some balance issues and a weak AI. The Beyond the Sword expansion (2007) addressed most of those issues and while it still is not perfect it is in my opinion currently the best game in the series. Not to mention all the amazing user made mods for the game (my favourite, the dark fantasy total conversion Fall From Heaven 2). And many of those mods spawned modmods, which had their own modmodmods etc.
I guess the game can be criticized for being sloppily made - it is needlessly resource hungry and inefficient, turns take ridiculously long to load in the late game; also, to get the best experience out of it you need to be using unofficial mods to improve the AI, the interface and speed. But even with all its flaws I love it more than any other!