In the U.S., Shenmue II was an exclusive title; so I'll go with that. If this is too controversial a statement for you, then go with my second choice: Jade Empire.
Morrowind, definitely Morrowind.
Spikeout Battlestreet by a wide margin. This game has the best group fighting engine of all modern games short of Shenmue and it is all action and damned hard in single player mode.
I'll have to go with Dead or Alive Xtreme Beach Volleyball. Never has a game relaxed me and put my mind into such a sense of EASE before.
It's really hard to pick just one, but my most played is JSRF, so I'll go with that.