I can only agree with some of the games that have already been posted.
I loved the story of Final Fantasy X when I played it many years ago, but I don't think I would necessarily enjoy it as much today, so I'd rather just stick with my fond memories of it.
As for my favourite game, Fallout 3, I still enjoy playing it over and over again in different ways and discovering new things, but I would like to re-experience how I felt the first time I played it.
Still, I'd probably go with Red Dead Redemption for this exact reason:
Saelune said:
(ending was spoiled for me...)
The way the story turned out would have had me dropping my jaw to the floor if the internet hadn't spoiled it for me. Damn you, otherwise helpful internet wikis.