Chess is a nice tactical game, although I usually don't play it while I'm sober, mainly for two reasons - first,when I lose I can always blame the alcohol and second, I play more bravely (or foolhardily) when somewhat tipsy - don't know whether that means that my game is better, but it's certainly more interesting.
Oh, and if you assume the following two rules
1) When a board position has repeated 3 times, the game is a draw.
2) When 50 moves have been made on each side without the exchange of a piece or the advancement of a pawn, the game is a draw.
then chess doesn't have an infinite number of moves. It is bounded by about 10 to the power of 17 000, I think, which, although a rather large number, is still finite.
However, wouldn't call it the best game in the world, since that spot is in my mind reserved to
Go, a game that is older than chess, has simpler rules than chess and is much more complex than chess. (best humans are no match for best chess computer programs where even middle-level professional Go players can beat - Go is considered the last stronghold of abstract strategy games that humans still hold; the game tree is much, much larger, the average number of possible moves in a given state is 300 compared to 40 of chess et cetera)
But since it is harder to find people who play Go than people who play chess, then it might even be that I play chess more often than Go, haven't really counted.