The One Game You Would Never, Ever Trade...

Any and all of my game purchases. Seriously. Though If I had to pick just a few to keep preserved even after my death, it'd have to be:
Megaman X3. Oh sure, not as good as the previous ones, or the latter for that matter. However the rarity alone is incentive, but more than that, is the sentimental value. I truly loved that game, still do; it was one of the most challenging and fun ones I can recall. Plus, my current copy was given to me by someone very close, so there's emotional attachment as well.
I HAD a copy of Phantasy Star 4 for the SEGA Genesis, which I would have kept for the rest of my life, but some fucker stole it. It was one of the first RPGs I've played that had a good story, likeable characters, beautiful in-game graphics (especially for a 16-bit game), and an impressive battle system complete with combo-attacks. God fucking damnit, I miss that game so much...
The Megaman Zero games for GBA. 2 & 4 were hard as hell to find, and 3 was just awesome. 1 wasn't as good, but still did justice to the Megaman franchise. Plus, the ending of Zero 4 actually brought tears to my eyes. Final battle (against an actual human, more or less) with the best battle theme ever and all.

Jam it back in, in the dark.