List threads are bad, so I'll explain mine:
1. Bioshock. Good twist halfway through. The setting was new and the characters seemed believable. There weren't any plot holes and everything was tied up, unlike other games who leave room for sequels and never finish the damn plot. Also, the philosophy aspect was pretty good.
2. Battlefield: Bad Company. The characters were funny in my opinion and well-rounded enough to keep everything interesting. The story was deviant enough to make it stand out; rather than winning the war single-handedly like every video game ever you run off for personal gain and leave the war alone. It doesn't really have deep thinking but it's a breath of fresh air into the stale and musky stories that make up the FPS genre.
3. Warcraft 3. It was the first game(as far as I know) that had orcs as the good guys. I think I liked it because it was complex and full of events. Also, the characters were deep, such as Illidan and Arthas. The only problem I have is that it left too much to be resolved in the sequel, along with starting with plot holes from the previous game.