There are a lot of candidates going back to Infocom's Hitchhiker's Guide to the Galaxy (getting the babelfish, finally getting tea and not tea). I loved Final Fantasy VII, I've bought way too many versions of Final Fantasy Tactics chasing that feeling, I remember constantly being amazed playing Shadow of the Colossus and I'll never forget the first time I got to pilot the titular craft in X-wing.
However, I think I have to go with a little game called
Fantasy Empires. It was a D&D game. It had quests. It was a SSI strategy game. It had arcade battle. It had global spells. It had siege weapons. It had heroes and magic items. You actually fought on the map of Mystarra. Your armies could combine elves, fighters, dwarves, halflings, shadow elves, orcs and even the undead. If you didn't have catapults or mages with you, you'd better have a battering ram to get into castles. There was even an alignment system that could affect your alliances and how you could play. I loved the game enough to send off for the patch. They sent me a 3.5" floppy back in the mail. It was exactly the game I wanted at the time. I had played Cyber Empires, but this was so much better. Tons of fun memories.