Final Fantasy for the NES was my favorite. I'd never played an RPG before (I was only 8 at the time) and that manual served as a great walk-through for the first half of the game (while reading like a story). They even gave you advice on which spells were worth your money! The manual was probably almost 100 pages. Along with the already-generous manual,you got a World Map, a Monster Chart, maps of the various dungeons, and a complete compatibility chart of all the character classes for the various weapons, armor and magic available. I wish I still had that stuff, although it would be worn down to confetti by now.
I rarely even read the manuals nowadays, but both the GTA IV manual (including the one for Episodes from Liberty City) and the Manhunt manual (which looks like a photocopied, crudely put-together catalog for snuff films) impressed me a lot.