I would say any MMORPG game. That should be obvious. I also think the Grand Theft Auto series, they were so great and addicting, I remember San Andreas. I could play for hours strait.
I Don't Play It but WoW is the Most addicting game. I have several friends who have tried to quit but resorted to Runescape (Blagh) and then relapsed to Wow.
Well there's lots, but one game that's not really recognized, Zack and Wiki. It's the ultimate puzzle/adventure game and when you die you always wanna retry.
That is actually pretty addicting when you find out how to beat the game and it gets really easy and you can get revenge for that game destroying your childhood...