I won't ruin any of the plot for you, but today I finally beat the "boss rush" at the end of Cave Story, and it was one of the most satisfying experiences of my gaming life.
For those of you who are unaware, Cave Story gets unapologetic towards the end about the objectives you have to complete. Namely, you go into a battle with a boss with whatever weapons and hit points you have, and you don't come out until you've beaten three more bosses, who each progressively get tougher. It's the perfect cap to this game in that it tasks you with something that you can achieve given enough practice, patience and observance. It's also not unfair – there's no real reason for there to be a checkpoint or a save point in between each boss, and it serves as a monumental end to a monumental game.
Truly great, and I'm so glad that I've finally been able to beat this game (having it on my work computer didn't hurt, either). In terms of the most satisfying accomplishments I've had in a game, this is probably my top pick.
Sound off in the forums – what is the most satisfying accomplishment you've had in a game?