I was going to absent-mindedly put something silly like "Call of Duty, so that I could die relatively early on and not have to worry about living in a video game world," but then I saw so many folks mention Mass Effect (and ElTigre Santiago who mentioned the glorious realm known as Saints Row 2). I think Mass Effect would thus be first, but I agree with Santiago that if I also had the powers of the main protagonist, I'd definitely go for that instead. Definitely. And join the Brotherhood. And it would be awesome.