While there are plenty of nice ways to checkmate an opponent, my choice for the ultimate mate is by castling. I'm usually impressed when I can simply castle with check, so to castle with checkmate would cap a pretty memorable game. At this stage of my career I haven't been able to do so, and given the scarcity of examples in my database (10 games out of 2.5 million), I would be surprised if I am able to do it even once.
So I am reduced to enjoying examples of other players performing the feat, as in this game from the 1968 Olympiad.
Prins - Day,L [B40]
Lugano ol (Men) Lugano, 1968
1.e4 c5 2.Nf3 e6 3.c4 a6 4.Be2 Nc6 5.0-0 Nf6 6.Nc3 Qc7 7.a3 b6 8.d4 cxd4 9.Nxd4 Bb7 10.Be3 Bd6 11.h3 Be5 12.Qd3 h5 13.Rfc1 Bh2+ 14.Kf1 Ne5 15.Qd1 Nxe4 16.Na4 Nc5 17.Nxb6 Qxb6 18.Nf3 Qc6 19.Bxc5 Bf4 20.Be3 Bxe3 21.fxe3 Ng4 22.hxg4 hxg4 23.Ne1 Rh1+ 24.Kf2 g3+ 25.Kxg3 Rxe1 26.Qxe1 Qxg2+ 27.Kf4 g5+ 28.Ke5 Qe4+ 29.Kf6 Qf5+ 30.Kg7 Qg6+ 31.Kh8(D)
31. ... 0-0-0# 0-1