Mass Effect 1 with five playthroughs. I don't know what it is about that game that hooked me, but I just wanted to play it again as a renegade. Then after that, I tried playing it a third time as a female, just to see what the differences were. Then after a few months, I felt like playing it again and finishing off the achievements, so I played it two more times.
Thus far, I've only played through Mass Effect 2 twice. I'll still play it a third time as my female Shepard for sure, probably just before Mass Effect 3 comes out so that the story of 2 is fresh in my head.
Oh, and Fallout 3. I played through it 3 times. Once as "myself", where I just make decisions based on how I think I'd do it in real life. Those always end up being "paragon" or "good karma" runs. I guess I'm not a very good bad guy. Then again as a bad guy, and then once more as a female character. Aside from the Black Widow perk, there wasn't much difference playing as a female in that game either....
Other than that, I think the only game I've completed more than once is Saints Row 2. Once alone, once with a friend, and once with my brother.