Not quite sure if I can give you the most satisfying game I've ever played, so I'll instead give you some of my favorites that aren't obvious choices. Though, they're some of my favorites because they're satisfying, so I suppose that works out...
Harry Potter and the Chamber of Secrets (GBC)
This was basically my first traditional RPG. I'd only played Pokemon and Mario and Luigi before. I got it on a whim randomly, and it turned out to be great. Unlike normal licensed games, it'd be hard to automatically label this as "meh". It's pretty faithful to the source material, the graphics do the job, the music is great, and the game itself is fun to play. Many collectible cards are scattered throughout, and if you can't find them on your first try, you restart the game with your already collected ones and your experience when you beat it. I suppose it might be meh to some, but I'd definitely label it as satisfying. They apparently did Prisoner of Azkaban in the same style on GBA, so I look forward to playing that someday,
Dragon Ball Z: Buu's Fury (GBA)
And this was basically my first good experience with an action-RPG. I consider myself fairly interested in DBZ, but it doesn't come from the anime. Where does it come from? This game. Oh, this game. This was the last in the Legacy of Goku trilogy by Webfoot, and it was definitely satisfying. Though, I think that mostly came from the fact that, if you use stat increases regularly, it's very, very easy. I didn't know they were there until I almost beat it, but man, they make it ridiculously easy. I like easy games, so it was satisfying. I've played through it at least 10 times.
Hot Wheels Stunt Track Driver 2: Get'n Dirty (PC)
This'd probably fall under the banner of most satisfying of these three. The game itself? Probably the best Hot Wheels game ever (aside from World Race on PC that I've never played; looks awesome). It's all about satisfaction, because it plays itself. Like, take an on-rails shooter, remove the enemies, and add in some obstacles. That's it. It's basically a slightly interactive short film. The designers were very creative with it; the first stage has you going through a pond, and in it alone, you can take a branching path to a flip, go underwater in a tube, and perform many jumps, with some cars coming at you with full force. Definitely, it's not very gamey, but it's very satisfying. You could probably get 90% of the experience by watching videos of it in full-screen, but I like the interactivity bit.
Mega Man Battle Network 6 (GBA)
This'd fall under the realm of more obvious, but it deserves a mention. This gave me a different type of satisfaction. After playing 4, only to get stuck on the final boss, and 5 (which I did beat once), I saw this and had high expectations. They were not let down, and thus, I was satisfied. The end of a saga, the music, the graphics, the ease, cross-overs--everything was great. Granted, Bass SP and BX are way way hard, and it was a mistake to have the danger music run for the rest of the game, even if beaten, but nearly everything else gave me a great deal of satisfaction.
Bonus: Shrek 2 (GBA)
I wouldn't call this great, only good, but I do like to play through it every so often, and so it is satisfying. It's basically The Lost Vikings. The latter half of the levels can be unfair with their spotlights, and the final boss fight with its near one-hit kills, but I enjoy it. Though as my first GBA game, I suppose that comes down to nostalgia.
Granted, I was 5-9 when I played these, and thus very influenceable, but they do remain to be great games to me. I can kinda counter this by saying that I got Goblet of Fire on GBA before Chamber of Secrets, and it was definitely your typical licensed fare. I didn't like it that much.
Zelda majoras mask for N64! Good times! ooooooo also Okami!!! I STILL play it all the time!!! 
