Ninja Gaiden II - I like hard games and boy this one is really hard... Plot is nonexistent yes, but all this game needs are stunning animations, great fighting system and awesome boss fights... and Ninja Gaiden II has it all.
The Bourne Conspiracy - I'm serious Bourne fan.... that's the main reason. :)
Puzzle Quest: Challenge of the Warlords - I'm not sure how this game does that, but it keeps me hooked to the screen for hours. :D