Two big ones come to mind:
1) Phantasy Star -- You never forget your first RPG, and it helped that Phantasy Star was the first JRPG to come out in North America, and it way beyond anything else that generation in terms of presentation, graphics, and music. From the illustrated cut scenes, to the first person dungeons, to the animated enemies, to the expansive universe of three fleshed out planets, it felt like the ultimate game. It was my favorite game for years.
2) Shenmue II -- Although I liked the first Shenmue, I didn't love it. It was bloated with a lot of filler designed to pad its length and the world felt tiny, if super detailed. Shenmue II really fixed that with its much larger scope. It was just the most believable game world I had ever seen. I was so absorbed I played the whole game in a weekend, barely stopping to eat or sleep. I don't think it really holds up now but I definitely remember feeling like it was the greatest thing I ever played when the credits rolled.