Let's see, in no real order.
Rock Band 2 - not only have I put hours upon hours into it, but I've but Microsoft point card upon Microsoft point card into it as well, and for the most part, I don't regret it. If I'm bored, I can always boot the game up and play for a bit. And I can play it in a bunch of different ways. I love it! Nowadays I play Rock Band 3 over 2, but I'm listing 2 because I feel it was overall a better game.
Borderlands - another game I've put hundreds of hours into. Even in single player, I just had a blast with the game. I was addicted to finding better guns and making my characters stronger, and really never got bored. And the DLC, especially secret armor, just added so much more to the game for me.
Devil May Cry 3 - my favorite action game. Everything about the game, from the combat to the cutscenes, exudes fun and that made it a blast to play.
Super Smash Bros. Melee - I played this game so much in my childhood it's ridiculous. My friends and I had all out wars in this game and was in general something that bonded me with some of my friends. I'd argue that Brawl is a better game, but Melee means more to me in a sentimental capacity.
Shin Megami Tensei: Nocturne - Honestly, this last game is a toss up. But I'm going to give the nod to SMT:N because it's one of the few turn-based RPGs that's really memorable to me, even though I played it years and years ago. I'll never forget how freaking hard the game was and how accomplished I felt to finish it.