Secret of Mana 2 (Seiken Densetsu 3) for the Super Nintendo Entertainment System.
Why? Because it was an RPG where you were actively involved in the fighting. You got to pick the 3 characters you would use throughout the game out of 6 choices and the story would change for whatever combination you chose. As well, it was just a very involving game that created a fantasy world that just seemed to keep getting bigger and more interesting. By the end of the game, you really did feel like you had accomplished something and actually became something greater than when you started out.