Shadow of the Colossus
God of War
Final Fantasy VII & X
Grand Theft Auto: Vice City
Kingdom Hearts (series)
(I probably got the most replay value out of these)
Devil May Cry 3
Resident Evil 4
Red Dead Redemption
Arkham City/Asylum
GTA III, San Andreas, and V
Uncharted (1-3, but especially 2)
(Total classics, absolutely worth a playthrough)
Bayonetta
Infamous
Sly Cooper (1st trilogy)
(I've had pure nerd fun playing through these)
Warhammer 40,000: Space Marine (campaign mode)
Watchmen: End is Nigh (1&2) (single player mode)
(These might not be objectively great games, but I am a huge fan of these genres, so I have played the heck out of these)
I'm sure I forgot some.