Metroid gets my vote. Metroid was one of those games you could explore for weeks on end. Plus, I remember there was a password that enabled you too use Samus without the body armor plus, all of the weapons. It escapes me right now, but I use to know it like the back of my hand.
The Password was Justin Bailey for the first line, then all 1's for the second. It made you a girl with Wave Beam, 500 missiles, five energy bars, and all the mini-bosses dead. All you had to do was get the Ice Beam, get the sixth energy bar, then go take out the Mother Brain.