I'd have to go with Fallout 3, New Vegas, Fallout 4, and Skyrim.
Bethesda does a really good job with there open world games, and every game that I play of theirs, I hardly play the main story due to the huge amount of other things that you can accomplish.
I also enjoy the open world of Just Cause 2, I haven't actually played the campaign very much, but I have played quite a bit of the multiplayer.
Open world games just have so much more to offer than normal games, there are a large variety of stories that just branch off, taking you to new places with more adventures.