or any other console games?
PS2: Shadow of the Colossus and probably FFX.
360: Lot of love for Mass Effect!
There are too many great games I could mention though.
Goldeneye will probably rate as one of my most played...therefore deserves a mention.
Metal Gear Solid on the PS (they spoiled the series after that)
Halo on Xbox.
Didn't really have a game that stood out on PS2... FFX, Guitar Hero, Ico?
Xbox 360 - Hitman, Gears of War 2, CoD4. All greats. I'm sure Batman Arkham Asylum is a classic too, judging by what others have said.
Don't have a Wii (yet)
Still definately worth a play if you like Kingdom Hearts.