Super Mario Bros 3 and it's not even close for me. If I had a reliable NES I could still see myself playing that game occasionally for old time's sake.
A few others that I really enjoyed:
Super Mario Bros 1 (2 was terrible)
Paperboy
Teenage Mutant Ninja Turtles III - The Manhattan Project
NBA Jam
GTA Vice City
GTA 5
NCAA Football
Those are just some of my favorites mostly in terms of how much I continued to play the games after the fact. There are others like Skyrim or Fallout 3 that were really great games but I quit playing them after beating the game.
A few others that I really enjoyed:
Super Mario Bros 1 (2 was terrible)
Paperboy
Teenage Mutant Ninja Turtles III - The Manhattan Project
NBA Jam
GTA Vice City
GTA 5
NCAA Football
Those are just some of my favorites mostly in terms of how much I continued to play the games after the fact. There are others like Skyrim or Fallout 3 that were really great games but I quit playing them after beating the game.