While there are a lot of great games that involve a slow, technical outmaneuvering of the opponent; I find it a lot more exciting to watch seemingly ridiculous sacrifices or tactical fireworks. Because of that, the Peruvian Immortal:

 http://www.chess.com/article/view/peruvian-immortal2

is my favorite game of all time. (Well, to date anyways.)

What are some of your favorite games of all time? (Obviously, they don't have to be your game... that's not even my article.)