GTA 3 - Never been so stunned playing a game for the first time.
Socom 2 - First game that fully utilised the network adaptor in the PlayStation 2, making online console gaming a legitimate experience. 8v8, perfects maps, closed European servers (no whining American kids, which has blighted online gaming since) that enhanced clan matches and community. Even with the frame rate drops on one certain map, it was a wild ride.