Thief, easy.
It's the only game to ever make me feel like I was genuinely being stealthy. MGS is more of an action game, let's be honest here, and Splinter Cell is the sneaky equivalent of a corridor shooter with it's very strict and linear way to get past every scenario.
Hitman employs the disguise mechanic more than anything, which while clever isn't really stealth, although it is ridiculously fun. And, well, never actually played Sly Cooper so I can't comment on that one.
Thief is the only true stealth game. The only one where you are given an objective and then are set loose upon a map to explore and plot as you see fit. The only one that doesn't strictly enforce stealth or impose stupid 'If you're seen restart the level' mechanics, and yet the gameplay is so suited towards stealth and the concept so integral to the base game itself, you'll be sneaking anyway. And if you're spotted? Drop a flash bomb, knock the sod unconscious while he's blinded, and drag his unconscious form to a quiet corner where you hope he wont be discovered. Or you could kill him, but the hardest difficulty enforces no kills and honestly, fighting guards is never a good idea. Especially not if they've got an archer.
You're a thief, not a warrior after all. Garrett can only take a couple hits before he's down. Medieval bullet sponge he is not!