Yeah if it's sentimental value it would be Grand Theft Auto III (first game I bought with my own money) and Monkey Island Special Edition (first game I ever finished).
The most expensive game I've ever bought was the Halo Reach "Not for Resale" edition.
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It did come with a snazzy free Xbox 360 though, which is handy because my previous one got the red ring of resignation.
Seriously though, I have no idea what you mean by valuable.
Half-Life 2. Bought it at Incredible Corruption on launch day. Still my most priceless game and forever will be.
I also bought the game soon after launch, only to get the pirated version at a later time, because we did not have internet at home and with the whole Steam thing, it just didn't work out. It was left lying in my drawer for all eternity. :/
As for most valuable game, financially I don't have a contender, but emotionally Fallout 2 was the first game that came to mind. I love the game and have finished it multiple times and I almost always discover something new or different when I play it.
Half-life 1 in terms of expensive relatively (saved up for months to buy that, pocket money was stretched yo).
Currently: Batman Arkham Knight. SO RARE IT CANT BE BOUGHT RIGHT NOW!