I believe The Beatles: Rock Band came the closest to being perfect. Eveything about that game was just beautifully done and the only things missing was Pro Drums, an option for Keys, and a few more Beatle songs (Hey Jude, Strawberry Fields Forever, Yesterday etc. etc.)
I can explain why I never finished it just fine: I suck at it. Still loved it. Maybe someday I’ll get past the final boss.