You know, I've wondered about this. They all have their high and low points. Most of my favorite games have medieval or renaissance settings, which means no flushing toilets or internet. Then, with any of them, you have threats like dragons, zombies, zombie dragons, and angsty bishounen.
Provided I could be a character with powers like the heroes, I would say it's a toss-up between:
*Golden Sun (mercury adept, please!)
*Kingdom Hearts (fear my keyblade!)
*Bravely Default
*Pokemon X/Y (kalos, so stylish)
*Legend of Zelda