1) Silent Hill Shattered Memories
Will never understand how Silent Hill 4, despite it being arguably the worst in the series, is always defended for its story, while SHSM's story, along with the game, has already been forgotten. Second best in the series, moved me more than SH2 ever did.
2) Shadow of Memories
Wonderful, high-concept game. Certainly not for everyone, and I can easily see why people would find it boring, but I loved it. You start the game being murdered by an unknown assailant in your small hometown, and then coming back to life. Every hour an attempt will be made on your life, and you have to go back in time to prevent it. You have to survive a single day, and discover who's behind the attacks.
I enjoyed the puzzle elements, but what I really loved was seeing the progression of the town through the years, getting to know the modern day characters and their ancestors, and slowly changing time so the present day slowly becomes unrecognisable.
3) Honestly? Harry Potter & The Philosophers Stone (PC)
It's a mediocre game at best, and could have been so much more, but as I recall it was the very first game I played. Not only that, but I played it before I read any of the books or saw the movie, so the game defined Hogwarts for me. It captures the feel of the book absolutely perfectly, a very wintry, Christmassy type place that was lost in the later games in favour of realism. It's a school of magic. I'm good without the realism ta.