Here are my picks with comments. Everything else I either haven't played, haven't played enough to really comment, or outright think you shouldn't play. I'll leave it to you to guess which is which.

PS3:
Valkyria Chronicles - One of the best games on the PS3 and one of the best and most innovative SRPG's I've played. This one isn't optional.

PS2:
Onimusha 1 and 2 - Never played the second but the first was awesome. I was actually thinking about replaying it the other day.
Silent Hill 2 - Another one that isn't optional. Not as scary as 1 or 3, but definitely one of the better stories in gaming period. Even if you did have the end ruined, it's still a classic.
Zone of the Enders 1 - This is how a mech action game should play. The story is pretty but the gameplay makes that not matter.
GTA: Vice City - The best GTA on the PS2 if you ask me. Lot's more to do than GTA3 without degenerating into the directionless, bloated, boring mess that was San Andreas and GTAIV. Aside from GTA3 this is the only one worth playing if you ask me.


SNES:
Illusion of Gaia - One of my favourite SNES games. It saddens me greatly that the battery in my cartridge died. Ironically it was one of my newest SNES games, bought new no less, and it's the only one that won't hold a save file now.