Difficult choice, but I'm torn between Neverwinter Nights (complete pack of course) and Civilization 2. If it's strictly one game, no expansion packs or anything then Civ2 definitely.
Just a bit of clarification...
1. One game, no expansions : Civ2
2. One game, all expansions : Neverwinter Nights
3. One series of games : Europa Universalis (actually, I could include Hearts of Iron and Victoria as they are exactly the same game just set in different time periods but if only one... then definitely EU)