It's kinda hard to pick only one game from just one platform over the last 25 years that I have been enjoying games. However, I could form a list of one or two strong contenders. Here it is:
Coin-up machines: Altered Beast
Atari 2600: Millipede
GameBoy: Mortal Kombat
NES: Mario Bros
SNES: Street Fighter
Amiga: Sensible WoS (along with many others!)
PC: Age of Empires, Quake II and III
Dreamcast: Headhunter