Video games help me scratch a lot of different itches.
Currently: I enjoy playing Starcraft for the competitive thrill; Skyrim for that RPG immersion you mentioned; and Ascension on the iPhone for the puzzle-solving/number crunching portions of my brain.
Some games - notably the Mass Effect, Metal Gear and Uncharted franchises - often feel more like I'm watching an interactive movie or visual novel, which I like.
Before I became a dad, I played a lot of WoW, which definitely was about socialization for me. Going on Raids, I'd feel the same kind of excitement you feel when competing in a team sport.