The Wind Waker (Damn, I talk a lot about Zelda on here) is my favorite game, ten years after it's release. The art style is amazing, the story was great, and the graphics still hold up today. I loved sailing around, trying to find new islands, and trying to get 100% completion.
My second favorite would have to be Super Metroid, for the same reasons as TWW; trying to find secrets and items.