World of Warcraft
Red Dead: Redemption Multiplayer
Minecraft
Star Trek Online
Freakin' Blockland
What I don't like about multiplayer games is that there's always someone better than you. When you start out, everyone is better than you(especially in multiplayer-enabled singleplayer games), and everybody's too busy filling you with lead to let you get anywhere. I find myself a hermit in-game, living out in the secluded wilderness to avoid everyone, because everyone is a potential invader.
Unless it's a multiplayer sandbox game like Blockland.