Zelda: Ocarina of Time. Zelda: Majora's Mask. Zelda: Twilight Princess. Zelda: Wind Waker. Zelda: Skyward Sword. Zelda: Minish Cap. Paper Mario and The Thousand سال Door. Paper Mario. Super Mario Sunshine. Pikmin. Donkey Kong 64. Pokemon (the N64 one). Banjo Kazooey (spelling?). The Madagascar video game (for Gamecube). Final Fantasy: Crystal Chronicles (I think...) Harvest moon: Animal Parade. Harvest Moon: درخت of Tranquility. Harvest Moon: Another Wonderful Life. Harvest Moon: A Wonderful Life. Mario Kart: Wii. Mario Kart: Double Dash. Harvest Moon: Magical Melody. Animal Crossing: Let's Go to The City. Animal Crossing: Population Growing.
Impossible to just pick one, so I'll just name a few: Final Fantasy, Portal (1&2), Kingdom Hearts, Dragon Age Origins, Uncharted, Okami, CTR, Ratchet and Clank (3 in particular), NUNS2, Modnation Racers, Spyro... ehh I should stop before I get carried away XP
Although I've played loads of other games after GTA IV that came close (Red Dead Redemption, Skyrim, Gears of War 3), this one is still my favourite. I've played GTA III, Vice City and San Andreas before it, but none of the GTA games had truly grapped hold of me. Until I played the 4th game. And that's what got me into sandbox games. I still don't think there is going to be a better game on the market any time soon.