My most loved game is probably, while not my favorite game ever (A right reserved for Tales of Symphonia, which is probably second in this list), The Legend of Zelda: Majora's Mask.
I had started playing the Zelda series when a friend of mine showed me Ocarina of Time. I immediately bought the game (as in, my parents bought me the game, seeing as how I was just a wee little child at the time of Ocarina's release) and adored it. After I beat it, I went back through and played some of the older ones that my parents and I managed to find at garage sales for really cheap. I loved them all and was convinced that they were the best games ever made.
Then, Majora's Mask came out, and I got it for Christmas. At first, it didn't click with me. But after about an hour or two of playing, I couldn't stop. My parents literally had to pull me from the game. Its such a drastic step in a different direction from Zelda games. I loved it, and still do. I probably rank it around third or fourth on my list of favorite games ever.