Bioshock: Simply the single most immersive and well plotted game I have ever played. Bioshock 2, while enjoyable, never came close to the haunted, twisted beauty in the design and storytelling of the original (and the less said about what we've seen of Infinite the better).
TES IV: Oblivion: I am aware this will probably be usurped by Skyrim when it comes out. By the Nine, that game is shaping up to be incredible. But the sheer feeling of scope and scale when you emerge from the Imperial City prison sewers floored me when I played this for the first time, and crafting and perfecting my various characters' individual stories (for example, one was a shady thief and revolutionary, while another was a wandering 'ronin'-esque knight from the far reaches of Skyrim) was just tons of nerdy fun.
Batman: Arkham Asylum: Similarly, Arkham City looks even better and I'm sure it will replace AA in this list. But speaking as a massive Batman nerd, this game just made me FEEL like the Dark Knight himself. Clearing a room of armed, increasingly terrified henchmen without being spotted never gets dull.
Devil May Cry 3: More a nostalgia pick, here. I haven't been on it in a good couple of years, but I played it non-stop when it came out and I love it enough to have completed it four times overall. Just to put that into context, it's rare that I'll replay games more than once. I'm kind of scared to go back on it in case my rose-tinted glasses are smeared with mud, however.
As for a fifth... probably Red Dead Redemption, with the Undead Nightmare pack. The main game is a well-told, richly realised story I enjoyed playing through, but it was the added zombie element which made me truly fall in love with the game. Riding for the first time like some hellish angel of vengeance through a crowd of zombies on the horse of Death itself, watching their heads explode like pate balloons, is a pretty badass moment I won't forget any time soon.
