GTA 1, London, 2, 3, & Vice City - Open Ended gameplay at it's best, or you could say worst.
Tribes 2 - Big servers are best... something about 60 people fighting in tanks, fighters, bombers, and on foot is just plain fun.
Doom 1 & 2 - Classics, and they're even more fun with the mods that add in 3d models.
The Elder Scrolls III: Morrowind - Best open-ended RPG I've ever played. Massive, with tons of mods out to make it even bigger.
The Shining Series - Sega's best RPG series. Glad the team responsible for the last ones made the Golden Sun games for GBA.
Anything Blizzard - It's Blizzard. 'Nuff said.
Command & Conquer... yes, I even liked Tiberian Sun, oh, if only the gameplay was better thought out.... - While bugged by team balance issues, the massive armies and cool technologies of the games are why I like them.
Edito!: Adding why since we were asked to
