For me it's getting a game home, dissecting it, experimenting with it, and finally reaching a point where I can challenge myself to beat my previous best time, biggest empire, highest score, whatever. Since I'm a single-player-only gamer the thrill is in mastering the game to the point where I can get it to sit up, beg, and do tricks.
Edit: Nia-san, I read that article and I have to say that's exactly why games like HL2 and MGS4 have no appeal to me. I can see through the illusion and I don't like it one bit. I want a game where the world simply doesn't exist unless I'm the one who built it (the entire city-builder and tycoon genres, not to mention Sims 2) or at the very least the state of the world is merely free-flowing chaos until I show up to give it direction (the "plot", such as it is, of Mount&Blade, where no faction is strong enough to defeat any other without a heaping helping of assistance from me, the player.)