Persona 4 (Golden), if I can help it.
The experience of starting life in Inaba, slowly settling into a routine; gaining a gradual but certain familiarity for locales like the marketing district, slowly starting to truly enjoy the party's interactions, getting into the groove of Persona fusion, slowly building up stats and social links, getting to know new party members, just stopping for a moment in an ordinary ingame day to ponder that you only have a single year to spend in Inaba and realizing you have forgotten it would end...
Persona 4 is a unique experience. It's not the sort of thing you can replicate, it would be a homecoming in a replay; what is so special about P4 (and P3) is that they create a sense of familiarity that never really quite goes away and remains like the memory of a year you enjoyed every moment of.
I was (quite literally) in the middle of high school when I played Persona 4, and it inspired me to go out and spend my days with others; that living a memorable life was a beautiful goal. I cannot say that I achieved it, but I do not know if I would ever have that goal without playing Persona 4 Golden.
And that is why it is my favorite game of all time.