It's a more fun thread if you eliminate championship games as an option, IMO.
My favorite will always be the first "big" game I ever attended as a student on campus. February 2006 against #2 Villanova at Gampel.
It was a coming of age experience. Both teams had legitimate national championship aspirations that year (Randy Foye, Kyle Lowry for them, and maybe our most talented team ever with Gay, Boone, Shad, Adrien, Armstrong, Marcus Williams et al) and they had just beaten us in Philly only a couple weeks prior which was only our second loss of the year.
Everyone in the freshman class, whether they were a basketball fan or not, knew this was the game you needed to go to. I didn't have much money in my bank account at the time, and I think student tickets were going for 60 or 70 bucks apiece. My friend and I each managed to get one.
Amazing atmosphere. We beat the out of them, 89-75. Made me feel like a true Husky for the first time.