Oooh. Uhm. Tough to call. Uhm.
GTA:SA and SR2 are pretty close. I think SA wins in things to do, but SR2 wins in character customization.
For RPGs, Planescape Torment. Love me those classics. I also consider KOTOR2 a great one, assuming you slap on the fan-fixes and cut content replacements. Even without, they brutally deconstruct Star Wars and do a great job of it.
For thematic reasons (less the actual full gameplay).. Arcanum. Plus, well, it's very much the same as above. How many games let you join the end boss as an ending? Or better yet, end the game WITHOUT a fight by diplomacy?
Uhm.. I don't really play FPS games, although I found HL2 to be one of the best ever. Of course others can disagree.. this is a personal list after all

Strategy/buidling.. yeah. Evil Genius all the way. It's also a surprisingly moddable game, although the fact that it uses Granny makes adding new character models about as easy as doing so for SR3

(The devs released a version that allows custom models for stationaries, but not the same thing). The state networks for AI are a mess to play with however.
RTS? Rise of Nations. Dunno why, but something about it struck me. It's like a real-time game of civilization, condensed and streamlined and turned into a good rts. Plus, more games need an 'infinite queue' button on unit creation

4x? Uhm... Civilization 4. Assuming BtS. I do like the one unit per tile design of civ5 for some features it adds (although not that non-combat units are subject to it too), but I don';t like some of the other stuff, and while I've heard the AI supposedly is starting to understand this 'diplomacy' thing to mean more than "equitable trade is my resource for all of your resources plus a city" I gave up on the game because of that. And yes, I know some would prefer Alpha Centauri. It's a tough call, but for some reason I got into 4 more. Call AC a close second.
Stealth game? Thief 2. Thief 3 had promise and I would've loved it if it wasn't so limited by having to somehow fit on xbox hardware too. As long as thief 4 isn't subject to trying to fit on console hardware (we know what that leads to, this forum is practically about the results of that!) I'll love it. Somehow pressing up in the shadows and not making a sound as a guard stands 3 feet away and looks back and forth, buddies coming to investigate and giving you that worry of finding a new escape route.. no other game has caught that yet.
Most replayed game? Fallout New Vegas. It's not exactly as deep as the rpg picks, but being entirely voice acted cuts down the depth of story a game can have. However at this point there's a full aleph-zero fucktons of mods out for the game to change everything about it.. and unlike Skyrim (which ALSO has many mods, many of them just ported FO3/NV mods anyways) it has a story and writing to back up it, instead of just set pieces and fighting masses of enemies alongside setessential=true allies.
I used to play Netstorm. I wasn't bad at it, but it's disheartening to want to battle and finding that you're outmatched in every category by not making a custom fort file (to have top rank top level everything). Yes I know about the current way to play it.. but never got into it with no friends who also played. I'm not such a competitive multiplayer person, I admit it.
As for Mass Effect.. it's fun but I thought the 2nd game lost something key that the 1st one had, and purposely didn't buy the 3rd. Dragon Age Origins I loved and have played a few times (and each origin once).. but DA2 I played once, passed, then uninstalled and refused to acknowledge I had the game. Look, Bioware, the game is terrible. I know you claim you had only 14 months to do it and claim that's why you have such reused assets (though it doesn't excuse other stuff like bad writing or plot) but you know what
other game had about 14 months to finish development? KOTOR2. And they weren't even AWARE that was it until midway through development!
So yeah. Lots of games, but I admit I'm a fan of older stuff. (Really older? Favourite infocom game: Bureaucracy)