I'd say Haunting Ground for the PS2. I never get tired of finishing it (aside from one boss fight being very annoying sometimes, as well as a puzzle and the end also.) But yeah, that's my game for that. Must have come to like it so much since it appeared to be so hard to be almost unbeatable for me back then and when I beat it, I came to love it and that fact.

Currently, I'm mostly only playing Warframe, though and finished Prey 2017 a day ago or so. Can't wait to sink my teeth into The Evil Within and ELEX soon.

Also, Monster Hunter (especially MH4 and Generations) and Soulsborne games. Or Final Fantasy 9 and 10. Or Parasite Eve 2. Too many good games out there to name them all.

But those are usually the games I could complete countless times.
Games like Arma or Fleet Command, just sort of let me make my own stuff in editors. But on console, it would have to be Shovel Knight, i suck at it, but it always cheers me up. :)
DJMAX. Most notably right now DJMAX Respect or Portable 1

Guilty Gear 2 Overture. Really fun underrated game that nobody else plays but me and 8-10 other Japanese folk. Although I haven't played much recently.

Warframe. Can always come back to this game, so much to do and always feel like I'm making progress.

Mirror's Edge/Catalyst. Love both of these games, mostly the atmosphere. Especially with Catalyst just running around the city is really nice. Playing through these games again is always fun.