Persona 4.
Just finished it now, and it is the only game that I have EVER restarted immediately upon completion. I destroyed that final *****, and (without turning the console off) started my new game+.
Close second is inFamous 2. Oddly, I didn't like it nearly as much with evil karma- that ice launch thing made you feel like an actual superhero, and those fights with the other ice soldiers? All of you, flying through the air, throwing differing flavours of badassery at eachother? That was sweet.
Still, inFamous is built on a very solid gameplay system, so I finished it again anyway.
EDIT: But, hey! Skyrim might well become that GOTY. I'll always love Persona, but I've never felt so hyped about a game... or its inevitable ZP installment.