On the contrary, this is usually one of my least favourite parts of a video game. If it's well implemented, I have nothing against it (I mean when it comes to saving the world without initial intention of the characters to do so or to have to do it at all), but in most cases, saving the world is an excuse for the developers to make a blank main character with no real reasons to do what he does. I prefer intimate stories like the one in Planescape: Torment for example. All the prophecies and "must save world!" things are a big clichés. A cheap MacGuffin in most cases.
What's an example of "saving the world" that you don't care for?