I would say number three on my list was going to visit Hong Kong two years ago for a couple of months. Exploring the city and hunting down some of the locations from Shenmue 2 was a very nice experience; I visited Aberdeen, Man Mo Temple on Hollywood Street and the park where the Walled City used to be. The geography of Shenmue 2 is a bit off, but it was still a very rewarding experience.
Number two on my list would be seeing videos of REZ for the first time, and being completely taken aback by how absolutely brilliant the game is. I believe it was very emblematic of the Sega during that magical stretch from 1998 to 2002 when they were God. I remember Rez, Jet Set Radio, the Panzer Dragoon games and so on convinced me for the first time that video games can be works of art in their own right. Rez, to me, was the pinnacle of arthouse gaming around 2001, which was, in my mind, the high water mark of the industry in general.
I have trouble topping my list, but I would have to say the videos of Valkyrie of the Battlefield being released. While I won't say the game is the best Sega ever produced by a mile, I will say it is the most creative Sega had churned out since it went third party, and I believe it showed to me that Sega would eventually pull itself back up. That was quite relieving; Sega suddenly seemed, to me, to be relevant, with a future ahead.