GTA San Andreas Multiplayer. Both San Andreas and Vice City were way ahead of their time, with open world, decent physics and so on. I am still surprised that the checkpoint system they used in the "racing missions" is still being used in open world racing games today.
Even though it's not my current favourite game, and I stopped playing it years ago, it is still one of my all time favourite games for the 8k+ hours I had in it and the nice memories during my childhood.