This list will be pretty much the same as all my others. There's Crisis Core Final Fantasy VII (it has proudly replaced Kingdom Hearts by having a less androgynous protagonist, a better story, and waaaaay more depth), Ratchet and Clank: Up Your Arse, Beyond Good and Evil, Iji or Focus (the two best Game Maker games I've ever played), and, drumroll please...
Shadow of the Colossus. This is the single greatest game I have ever played. I wish I never played so I could experience it for the first time again. And friggin' Ico costs a hundred bucks, plus tax and shipping and handling, I don't have that kind of money to pay for a six-hour game, who do you think I am grumble grumble.
Oh, and based on the things I've heard about the Half-Life series, when I finally turn sixteen or seventeen and am of age to play them, one of them will probably make the list.
EDIT: Reading some other posts has given me a list of Runners-Up. Sands of Time, Chains of Olympus, Diablo 2, Viewtiful Joe, the Jak and Daxter series, and New Super Mario Bros. Wii. Five is too small a number.