I probably had as much "fun" playing other games, not many, but maybe gta san andreas, red dead redemption and fallout 3 were close. Hell I had a tonne of fun playing arcade machines in the 90s, and mutant league football, 2 player nfl street, hard to beat.
However, I've never been as deeply entrenched, as invested, as connected to a game as I am with skyrim. It's more than a game to me. I was thinking the other day how ridiculous it is that it only cost as much as a normal game. After a house (and a good house, maybe like a farm) I can't think of many purchases in life on earth that should cost more than skyrim, you get so much out of it.