I'm not sure if I'm surprised or not, but the EWD-EWR-TEW series has literally been one of the few games I've played consistently over the past 17 years. Crusader Kings I/II is a close second but nothing has ever kept me coming back as much as EWD-EWR-TEW. Of course, I might just be addicted....
One of the best console games I ever played would be GTA3. It was so different, so new. VC/SA/4/5 was better but being 12 and loading GTA3 and just going through the story that first time was so epic. I played through it on Thanksgiving Weekend, slept like 3 hours each night and had it beat (not 100%, but beat) by Sunday night. Nowadays, it takes me about 10 hours just to learn the controls of a game... :/