Fallout 3 more than Oblivion to me. Something about Fallout's mood and atmospheric music that lulls me into a dream state so I don't really need to sleep. I emerge from Fallout feeling oddly rested.
Oblivion, on the other hand, starts to grate on me after a few hours (even though I love the game). The repetitiveness, the terrible dialogue and stuttering load times all just break the flow and give me a chance to look at the clock.
Civilsation is the worst because I keep telling myself 'I'll just end this turn and then save and quit'. But of course hitting 'end turn' is the same as starting the next turn - i.e., a whole lot of shit goes down that I don't want to forget to deal with. And so 10 turns later I'm thinking, wait, wasn't I quitting?