This is a pretty tough choice for me. It's either Red Dead Redemption or The Saboteur.
Both games have an amazing open world, compelling story, and enough to do after you finish the main story.
I'll just leave it as a tie as I can't choose between the two.
probably Resident Evil 5 I got stuck at the ndesu fight on the hardest difficulty where you are on the back of a truck firing a mounted gun and when I finally beat that level and got the platinum I was pretty happy