On Windows: EarTrumpet
Being able to quickly change audio outputs is awesome, I am always bouncing between headset and speakers. Also the pop up volume mixer is better than the built in one. Been using ET for years and years, can pry it from my cold dead hands.
MH4U (on 3DS) is what got me hooked! Still maybe my favorite, it just had an obnoxious amount of content. Still have my CirclePadPro around somewhere…