I really liked Skyrim for a time, but I don't play it anymore since it just can't stop crashing (just like Oblivion and Fallout 3 did). If it wasn't for that I'd certainly play it regularly.
Outside of the usual Bethesda games most people mention I'd say probably some MMORPGs such as DCUO, or currently TERA (which I play almost every day) and a few others like Guild Wars 2 and so on. Those all have open worlds and you pretty much decide how you want to level up and where you want to go from the start (more or less). Sure there's always some linearity for leveling progression (and more often than not the inevitable "starting area"), but on paper you can still venture in other zones if you want to, no "invisible walls" between zones is what I mean. And GW2 particularly is very much open in terms of where one can level up at 'x' level, and has the choice of at least two or three zones for his or her specific level to be in, rather than being limited to one specific zone containing quests for that level range like in most other MMORPGs I've played (and I'm not saying GW2 "isn't" like that, it is, but to a lesser extent, there's more leveling area choices for the player).
And outside of MMORPGs I'd probably go with Far Cry 3 and the STALKER trilogy. I'd probably place both Morrowind and STALKER (Shadow of Chernobyl specifically) as my equal all time favorite open world games. I really liked Oblivion but I ended up modding more than I played it and never actually completed it on my own (and also quit Oblivion due to the constant crashes and got fed up over time, although it took a good two years to get to that point, during which most of what I did was modding for myself and published one of those mods which ended up mixed in Oscuro's Oblivion Overhaul). I would have loved Fallout 3 had it also not been for the crashing issues (but again, I modded more for it than I played it, and at least had the time and will to publish two of my mods on FA3 Nexus before I quit completely). I still think that Bethesda can potentially make the best single-player open world games overall (at least outside of purely FPS games like Far Cry 3 for example). My problem with them (or rather the engine they use, or the coders they have) is they just can't seem to make a stable single game that won't crash after five minutes. As a side note I played Morrowind on the original XBOX and never played it during its prime on the PC, and I did experience a few freezes even on that XBOX version. A few years after that I bought it for the PC to try it with mods and new textures mostly (and it was a bargain at the time) but it kept crashing and so I stopped to play it too.
I must say though, that recently I've been playing a bit more of DC Universe Online and when I give it enough time to appreciate it I am always amazed by the absolute freedom and the thrill it gives me to just freely roam and "patrol" Metropolis or Gotham as completely seamless maps within which I can do any missions I want or chase some Villains around from street/ground level to running/flying between sky crappers for what would seem like a pursuit stretching on dozens of kilometers until you or he dies, or until you lose track of your target. I guess that the feeling comes from the 360º freedom (I.E. free to go where I want on foot, but also by air if I want or just by using my acrobatics and start jumping from roofs to roofs, platforms to platforms, without being limited). I also experience that in Champions Online (same principle, super hero stuff, fly, acrobatics, grapples, underground tunneling, etc, all sorts of movement types for full freedom within the map you're in), but I prefer it in DCUO mostly due to the engine (UE3) and how smoothly it plays (plus DCUO has different controls and is more dynamic, which I prefer, similarly to TERA).
Anyway... the "open world" type of games are probably my all time favorites along with FPS and RTS gaming and I could just keep blahbling about those for weeks so I'll just stop it right here.