1) The HALO series for Xbox (liked them all, lol)
2) Warhammer 40K (that includes the base game, as well as the "Winter Assault" and "Dark Crusade" expansions)
3) Starcraft (also includes the expansion)
4) The Burnout series for Xbox (minus the first one; too repetitive, and nothing compared to the sequels. Loved the soundtracks, lol)
5) Oni (had it for a long time, but still enjoy it thoroughly, heh heh)
EDIT TO Aeonyx's ABOVE & stanvo's BELOW: the "Silent Hill" series, "Final Fantasy" series and "Call of Duty" series are also all very good. Okay, so maybe I have more than five, lol.