My top four:
1. Little Busters -- Those feel trains. My favourite VN, and it has a FANTASTIC true route... that absolutely destroyed me. Only complaint is a couple of the earlier routes weren't as good, but you have Rin-chan which instantly makes it all worthwhile. Great story and funny SoL. Note that you might want to wait for the perfect TL'n and official release before playing this to get the best experience possible. The perfect version has new routes, content and an entirely new character.
2. Higurashi -- This is actually two parts, Higruashi no koro ni and Higurashi no koro ni Kai. Awesome story with excellent mystery aspects. It's probably the darkest story on the list just in terms of content, but man... so much fun following everything, coming up with your own theories about what's going on etc. Hugely recommended
3. Muv Luv Alternative -- Do you like mechs? Sci-fi? Action? Yes to any of those and you're set. I believe this has been recommeded before here, so I'll just keep this short. Really the only bad thing about this story is you have to slog through Muv Luv Extra and Unlimited to get there. You can read my review here if you want.
4. Ever17 -- This is a pretty hotly contended spot in my head, but I think ever17 just scrapes through. Great sci-fi story with a mind boggling true route that'll keep you really engaged. Another review done by me here if you want more info.
Honorable mentions to Grisaia no Kajitsu (which is officially localised!! (its two sequels are being localised as we speak)), YU-NO (OLD school adventure VN... use this guide to avoid going insane) and Rewrite, my first great VN experience. Oh, and also Katawa Shoujo because it's one of the best EVNs out there and pretty fun (and completely free to download here).