You might want to try Demon's Crest for the SNES if you haven't. It's a game I like to recommend any chance I get. Basically it's a Metroidvania game from before that term existed. It isn't so big, but still got multiple endings. For the best one you basically have to find every item in the game (not TOO hard to find, though) Help me find out if it's only the Nostalgia that makes me think it's good.
Another Nostalgia game would be Guardian Legend for the NES. It mixes top-down exploration with vertically scrolling shmup action. It's fairly long for an action based game of the NES era
I once pulled an all-nighter trying to get a Platinum award on the final challenge missions inTimeSplitters 2 and 3. I did after innumerable tries.
You could also play Silent Hill 2. You will not be able to sleep as long as this game haunts you.
EDIT: Another time I pulled an all-nighter playing Condemned. Good times. That was at a gamer meeting some friends and I had at my place.
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