Shadow of the Colossus made me feel like a giant; standing immeasurable against the unbending law of the universe, and making it yield to my will. Well... not quite, but it was pretty good.
I really liked Drakengard. Caim is a total hardass psycho. Unlocking the final secret ending was total bull though. La la la la, the watchers...
I would be playing Mercenaries now, but it hasn't arrived yet, so I'm not.