My vote is for X-Men Legends. This was the ultimate game for X-Men fans. It had a good number of fan favorite characters, you could actually explore the X-Mansion, and best of all, you could hone your skills in the Danger Room, including several scenarios based on big events from X-Men history (like Juggernaut's first attack on the X-Mansion and the return of the Sentinels when they ambushed the X-Men in New York). All of this already would have made it one of the best Marvel games, but then they added an actual good story that I would have enjoyed reading over a 2 year comic book arc.
And the game was actually pretty fun to play too. I love this game.
Other favorites of mine: X-Men (Genesis), X-Men (the arcade game), Captain America and the Avengers (arcade), Spider-Man (PS1), Spider-Man 2.