My most nostalgic game would have to be Paper Mario: The Thousand Year Door.
It was one of the few games I replayed endlessly yet never beat. I still haven't beaten it to this day, only because of being spoiled.
But the fun and engaging combat, the goofy characters, the SURPSINGLY darker tones...like there was a dang noose in the middle of the main town! It just gave an experience like no other. My favorite level was the train, I loved just taking it back and forth after the Chapter was done and seeing all the random NPCs.