This may be a little obscure, but my absolute favorite game is The Legend of Zelda: Wind Waker. I know a lot of people were unhappy with the change, especially given the screens Nintendo revealed of the game a year before--I have a poster of it on my wall and they look more like Twilight Princess than Wind Waker--but I personally loved the visuals. It was a crisp, refreshing art style that hadn't been done much before, and it has been duplicated many times since. Not only was that great, but the feeling of such a continuous, open sea world only enhanced the experience. If only you were able to go underwater, the game would've been incredible; but it was only a GameCube game, so the lack of that much depth (heh) is understandable. The story and locations were also quality works, the likes of which you'd expect from a top-notch Nintendo title.
Finally, the ending to Wind Waker is amazing. It's one of the best endings I have ever seen to any game, movie, or show. It's just awesome.