Hmmm... my winner would probably have to be "Wing Commander III: The Heart of the Tiger" or "Wing Commander IV: The Price of Freedom". Everytime i think about them, i have to run and reinstall and play them both thru again.
The "Dark Forces/Jedi Knight" games have to be up there, too. And then there's Mega Man II.
I'm not sure if Sports games count (or if you can even play thru them), but my buddy and i played NHL 97 for the PC for about 3 years straight, and we won the Stanley cup about a total of 40 times, playing everygame of a full schedule, never simulating.