Transport Tycoon Deluxe
I might have to throw Uplink by Introversion into my list, too.. That certainly took up many of my hours.
Ocarina of Time... I own [almost] every version of it.
Ultima Online, original version before they made it care bear friendly with Fellucia and Trammel.
CivNet. It's Civ 1 for Windows and had me addicted from since I was a kid. Shame I can't run it anymore, took a long time to get to grips with mind you! Most stuff I learned by accident.
In fact, the very first thing I looked up on the Internet was CivNet units. :P
Age of empires 2 - HD remake coming out in a couple of weeks....!
I would say Ocarina of Time, but recently slogging through Skyward Sword has me doubting that. Maybe Skies of Arcadia? So good I bought it twice, and finished it about half a dozen times.
But then Duke Nukem 3D ate about a year of my teenage life, what with the Build editor to play with, and Red Alert did similar (with rules.ini to tweak). The Witcher & The Witcher 2 are the best RPGs I've ever played (certainly the latter). Stalker: Shadow of Chernobyl (with the LURK mod) is the best FPS experience I've ever had, for atmosphere and terror and sheer Russian bleakness. Stars! is perhaps the strategy game that has stolen the most hours from me, but what about the Civs? Super Smash Brothers: Melee filled many a long night at Uni, as did Mario Kart: Double Dash, but do I remember them fondly for the game or for the context in which I played them? If we go by hours invested then it's Eve - which for two years was long stretches of boredom for occasional, unparalleled thrills. If we go for best experience, it's either Fight Night Round 3 or Dead or Alive 2 (I think, PS2 anyway), which both allowed me to have incredible, evenly-matched bouts with friends for one brief evening apiece.
In summary: I love too many to choose :(