Depends on the game, my mood, and what flavor of experience I'm looking for. And, in some cases, I'll turn to the same game for different reasons or I'll turn to different games for the same reason.
For example, if I'm listening to a podcast, I'll boot up something like Dota 2, Team Fortress 2, Starcraft 2, Left 4 Dead 2, or somethings similar because I can mindless play them[footnote]Usually against bots.[/footnote] while most of my attention is on the podcast.
However, if I'm looking for a challenging multiplayer game to play; one that challenges my critical and reactionary thinking skills; I'll load up the same games.
Another example, if I'm looking for a compelling narrative-driven experience let's say, would be that I sometimes will load up something like Half-Life 2 or Deus Ex: Human Revolution. At other times I'll want to just load up a game that I can just run around in, explore and appreciate the world design, and blow things up. Half-Life and Deus Ex would be some usual picks.
So, as I said, it all depends. I like playing video games for many reasons. From compelling narratives to exciting action set-pieces to simple action-reward gameplay mechanics to phenomenal artistic vision in level design, sound design, etc.
If I had to narrow it down to one particular reason, it would be "escapism". The more a game can immerse me into it's world, the more it makes me feel as if I've been transported to another place or time, the more it can intrigue me with it's blatant or implied lore, the more likely I am to both enjoy the game and return to it in the future.
