Oh wow, this is a tough question...
Command & Conquer, Assassin's Creed, Smash Bros... I could probably go on, but those are the first three to come to mind.
C&C because it's always been a good and reliable strategy series (excluding Tiberian Twilight) to follow. Whether you want the dark and futuristic Tiberian world or the goofy, alternate-reality Red Alert world, it's always good fun. My favourite game of all time is Red Alert 3, but RA2 and Tiberian Sun both hold a lot of my childhood.
Assassin's Creed is obviously fairly new, but they're a series of games that make me actually feel like an assassin. AC1 gave us a lot of great concepts and then AC2 perfected it with an amazing story, a loss of the tedious parts of gameplay, interesting characters, and a lot of stuff to do. I was immersed in AC2 from start to finish. AC Brotherhood was more of a step to the side. I beat it, but I had to retire it for a week because it pissed me off so much.
And Smash Bros... Man, I think the original was the second most played game on my N64 just short of Perfect Dark. I never owned a Gamecube but when I got my hands on Melee in the future I became great at it. And then when Brawl came out it's about the only multiplayer game I own now. All 3 games in the series are good in their own way and they all play differently. For example, I find the first one is best played with 4 people, Melee is best played 1-on-1, and Brawl is best played with 3 people.