Final Fantasy 6 by far.
With still stands as my favorite opening of all time, we are introduced to Terra, a mysterious protagonist that captures your attention off the bat. Who is she? Why does she seem so special compared to her two mook-companions? Then you're introduced to her plight, the one element of FF 6 that seemed so original, the Big Bad has the upper hand. This evil empire that we are introduced to has control of our heroine and all the powers that it implies. At this point, I want to know...Terra, how did you get here?
And so we find out.
After hours of meeting new and interesting characters, each unique in their own right, and watching them grow and develop into a strange sort of family as they grow as people, this is it. The last dungeon awaits in the form of the floating continent. Shadow has joined for good, Ultima [Or should I say Atma?] Weapon lays defeated before us. The final battle is unfolding!
...And that marks the start of the end.
Kefka remains victorious, a monstrous curve ball that left me speechless as I watched the cut-scene unfold as the world was torn asunder. Apocalypse How! And who is the sole survivor? Celes, the woman whose world had turned side down a grand total of two times since the start of the game.
It only gets better.