Fantasies that looked like they would be fun to play in, specifically ones edited down to the fun parts.
I suppose the Sherlock Holmes game might cut it, although it wouldn't have been my cup of tea; the western from "Fistful of Datas" looked pretty fun, I guess; but both appeared to be programmed so full of real-life inconveniences like actually having to walk around to get somewhere, or wait for hours for the action to start, that they're hard to take seriously as a form of escapist entertainment. Edit: on the other hand, people play WoW, so what do I know? : /
Other than Worf's fighting-for-the-sake-of-fighting programs, Barclay's extraordinarily lame fantasies probably came the closest to actually compressing the action into an enjoyable scenario. On the other hand, the bizarre power-tripping idyll he came up with was actually more disturbing than if he had just made standard hardcore porn with Crusher and Troi.
Anyway, I too would have been delighted to have seen a rock star-fantasy type game at some point. It's just so obvious. Play a concert, do some coke, bang a groupie, Rock Holoband is the best game ever.
I think a superhero game would be a no-brainer to put on a holodeck, as well.