The most fun I have got out of a game is Tecmo Super Bowl for NES but I will list my favs by systems owned:

NES- Tecmo Super Bowl
Sega Genesis- Madden 96, NBA Jam
Playstation- Resident Evil, Metal Gear Solid
Nintendo 64- Goldeneye, WCW/NWO Revenge
Playstation 2- Metal of Honor Frontline, GTA 3, Vice City, NBA Street Vol.2

"You should see the other guy."
-Tony Montana

"It might just be for a split-second, but it's still flying."
-Michael Jordan