Thought of another one. Lunar Silver Star Story. Now don't get me wrong. Eternal Blue is a good game but it just feels like it's lacking something from the first game.

Controversial choice, but Mega Man X comes to mind. The sequels are strong, but I don't think another entry had such a good selection of bosses and stages overall. You can tell the development team were going out of their way to make it special. The later titles may have some aspects that are better than MMX1, but I feel you would be hard pressed to find an entry that is strong in every category that MMX1 was.

Xenosaga is another where I feel the first game in the series is probably the best entry. The sequels always have some issue with them and most of the spin-off stuff never got official releases.