Let's see...
Ultima VII - I just loved this, and ended up hooked on UO for seven years because of it. But the original U7 was a fantastic RPG, if a tad buggy (I also enjoyed part 2, Serpent Isle, but it was rather depressing in places...)
BG series - I'd despaired of ever finding an RPG as good as U7, as after that, no one wanted to make anything other than Doom clones (and then Quake clones) for several years. But then
BG arrived and it was everything I was hoping it would be. I liked
SoA even more, and
ToB, though flawed, does at least round off the series.
Planescape: Torment - not much needs to be said, really.
Civilization - this game, in its various incarnations, has cost me much sleep and kept me very amused for a long time.
Rollercoaster Tycoon - riding rollercoasters is my other fun interest, so I couldn't resist this (and RCT3 is even nicer). Designer/creator Chris Sawyer is a big coaster fan himself so the rides you get in the game are actual rides, not made-up fantasy rides as in the Theme Park games. I must admit I love building parks and coasters.
Honourable mentions: Fallout 2, Doom, Quake, Wolfenstein 3D (the first one), Ultima Savage Empire, Ultima Underworld, Morrowind, Syndicate, Midwinter, Elite and Eye of the Beholder have all cost me many hours. Being an ex-games journo, I've played a lot of games over the years, some good, some awesome, some terrible, and most rather banal, but these are the ones that stood out. I'm sure I forgot some, somewhere...