I'll probably always think that Tetris is the greatest video game ever. The inherent dramatic arc that comes with watching the blocks stack up is tension directly within you the player, not you watching tension unfold for characters on the screen. It's different every time, even if the shape of the arc is similar, because you improve as a player. It's the kind of emergent involvement the most designers could only aspire to create.

That said of course Shadow of the Colossus is also a favorite. That one probably feels a little more obvious, but I'm okay with that.