Commander Shepard herself (we're going to use female pronouns because that's who my Shepard was) was one of my favorite characters of Mass Effect. How often do you hear that about the main character of a video game, especially the main, customizable character of an RPG? Whether Renegade, Paragon, or somewhere in the middle, the temperament of Shepard wasn't a set good and evil, two ways to play the game scale, but were labels to apply to a core behavior of actions. The fact that Shepard could be an incredibly strong female character, able to do anything and everything her male counterpart could do, with nary a comment regarding her gender, was huge. I'd kill to have the opportunity to play more strong, not sexualized, leading women.
When I say Shepard was one of my favorite characters, it's not because there was a dearth to choose from. Garrus, Tali, Mordin, there are a ton of great characters to grow attached to and these friendships, romances, and interactions brought the Mass Effect universe to life and these bonds grew stronger as the series progressed. But Mass Effect wasn't just good about providing great characters, it also provided opportunities to lose them. Decisions are made across Mass Effect that lead to the death of certain characters and in the memorable ending to Mass Effect 2 anyone and any number of characters could die depending on the player's decisions. These events caused so many ripples that playthroughs of Mass Effect 3 rarely resemble one another.
The choices Mass Effect presents are not black and white, light side or dark side, and are not always clear cut. One of my most memorable moments took place in Mass Effect 3 and drew in decisions I had made from all three games, providing me with a moral dilemma I literally couldn't decide how to solve. The other characters kept saying things and making their own decisions, which changed my mind again and again, back and forth. I wound up making decisions I never would have thought myself capable of, which sent my game on a completely different path and lead to the loss of beloved characters, but from my perspective was the right decision in the universe's long run. The game was so good at plucking my heartstrings and the emotional impact was so strong that I actually cried, which isn't something a lot of stories get me to do.
Mass Effect has a bad rap due to its ending, but in my opinion the entire third game acted as one long ending and rewarded a ton of the decisions players had made and relationships players had formed. In the end it had to come back to a single point, but like so many situations in the game, it's not as clear cut as good and evil. Mass Effect made me think and care as few games do and is clear "Required Reading" to me as one of the best video game stories ever told.