To entertain myself in between working out, college, and boxing/muay thai training. To me, the fun from a game comes from being able to do some cool stuff (ie, being in control of a really powerful character who has a wide variety of abilities/weapons at their disposal, and from overcoming a tough challenge.
Much as I like pushing myself to my physical limits when I work out in order to experience that "FUCK YEAH!" feeling of victory, I relish the feeling of finally beating that one boss that kicked my ass 20+ times, (or in the Mega Man 7 final boss fight's case, 100+).
EDIT: So I guess that would fall under "to be the best." Really, "to have fun" is kind of vague. Some people have fun immersing themselves in the game's story/characters, or "pwning teh noobs," or just plain blowing up stuff.