One game which I remember as a real experience was Last Ninja on the C64.
I had seen the game in a mag, and finally copied it from a guy at school some days before christmas.
Then Last Ninja was the best christmas present I had ! I played that game the whole holidays.
I also remember I had bought a new joystick with rubber pads just a few days before I got Last Ninja, and I used that stick only for this game. The rubber pads of this joystick had some typical rubber smell.
Then, one day, about 10 years later I dug out that joystick again, and the smell of the rubber immediately reminded me so deeply about Last Ninja, that I had a very happy feeling and instantly had to play Last Ninja again