Dragon Age (PS3, XBOX360, PC), Mass Effect (PS3, XBOX360, PC) or The Legend of Zelda: The Ocarina of Time (Nintendo 64). I can't pick one.
The reasons are pretty much the same, captivating stories, well made games, which are all more or less non-linear, and of course, the fact that they tend to require a bit more thinking than your average hack and slash adventure.