Hard question to answer after 30 years of playing computer games, but if I absolutely *had* to make a decision I might be inclined to say Deus Ex. I dont recall a game I got so completely absorbed in. Huge game too, so it takes quite some time to complete.
Other mentions must got to both Rtype and the Street Fighter series, both of which I spent a fortune on at my local arcades rather than going to school :-) Unlike a lot of people I enjoyed Street Fighter 1 when it was 1st released. I became fairly decent at it, and would usually end up with an audience, but the real addiction started with SF2 and while I no longer play it daily the series still gets a bit of attention from me.