MGS 3
The pinnacle of Kojima's game design philosophy which started with Metal Gear on the MSX. You can see how each area is designed as a standalone "puzzle piece" with more than one solution and various tools to play around with. You are forced into fresh scenarios and challenges just as you start getting used to the ones you currently face.
Meanwhile, the gameplay beautifully reflects on the "pain" the protagonist goes through in the story. This inspires you to power through the game.
Half Life 2
Beautifully laid out journey, with a real sense of place at every location. Story telling is subtle but engaging, and the gameplay is kept fresh by adding environmental puzzles, vehicles, and creative enemy encounters.
Resident Evil 4
Moving away from the "mansion" model of past games, the game abandons the "back tracking to solve puzzles" method and replaces it with a great sense of progress. You truly feel you are moving through a sprawling location, and if the the stage design doesn't make it hard to put the controller down, the enemy variety and weapon upgrades will.
Uncharted 2
Never has a third person shooter felt so engaging from start to finish. The game doesn't settle on having fine tuned shooting and combat mechanics. It makes sure you remain on your toes throughout, even slowing things down to a methodical pace once you reach a climax, only to turn the stakes back up and lead you towards a dizzying end. The final boss is not a classic, but no game is perfect.
Last of Us
Everything I said about Half Life 2 applies here. The sense of place, and the layout of the journey is up there with the very best. Combine that with a simple but engaging plot driven by fantastic characters, and it's hard to imagine putting the game down.
Chrono Trigger / Final Fantasy VII / Xenogears
Grouping these together since I think they all harken back to when Square had mastered the structure of the JRPG. Faced with the prospect of a massive 50/60/70 hour storyline, they always knew how to keep the player engrossed with excellent character and story development. You simply wanted to know where you had to go next, and where the ultimate end would be met. The journeys were always made all the more sweeter with finely tuned combat systems which rewarded patience and creativity.
Note: Yes, that latter part of disk two on Xenogears was a letdown. Yes, I am ignoring it
