Steam
Knights of the Old Republic (The game is really dated, but it's also really good)

PS3 (This one is hard)
Mass Effect 3 (The Citadel alone makes it worth it, otherwise it's okay)
Ni Nu Kuni: Wrath of the White Queen (This game is fun and very pretty, but then everything grinds to a halt, while you grind)
White Knight Chronicles (I have the same problem)

PS2 (These are two (3) of my all time favorite games)
Digital Devil Saga 1 and 2
Tales of the Abyss

PlayStation
Parasite Eve

PSP
Tactics Ogre: Let Us Cling Together

Wii
Pandora's Tower (I've heard really good things about this. I didn't like the motion controls on Okami, get it on the PS3)


GameCube
Skies of Arcadia

N64
LoZ: Majora's Mask

SNES
FF: Mystic Quest (It's like five hours long and very tongue in cheek and music is great)

3DS
Persona Q

DS
DQIX.

GameBoy/Advance
Pokemon Silver

Sega Stuff
Phantasy Star 1 (Bring a map or get graph paper)