Legends of the Past...

Tentatively placing Twilight Princess at the number one spot, I'd have to round out the top three with Ocarina of Time (N64) and A Link to the Past (SNES).
In Twilight Princess, I've been completely drawn into the mysterious plot and often keep playing "one more hour" just to find out what happens next. I almost feel "inside the game", something I haven't felt since Ocarina of Time...