I'd have to go with:
Oblivion
Bioshock
What about you?
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Dark Souls may be the sole game that I found frustrating at first and stopped playing after a while. Eventually, my brain had an urge to finally tackle it again. I've since beaten it and played put forward quite a few hours. By far one of my all time favorite games now and the sequel is on my most anticipated list. Hell, I've gone back and I'm dabbling in Demon Souls now too.