I love levels! They make me feel like I've accomplished something. I DON'T play Ico or Shadow of the Colossus, because I feel lost and tragic after playing for so long and sitting on so many couches (Ico) but without any really recognizable progress except mentally. Kung Fu for the NES is still my favorite game ever: once you beat level five, it loops back to level 1. You can progress up those stairs and beat the game infinitely. There are few things more satisfying.