FFX-2 in addition to what was previously mentioned, also has the New Game+, which rewards future playthroughs by allowing you to carry over equipment and explore alternate story branches.

More than that is Chrono Cross, which has great characters, an awesome combat system, NG+, FF and Slow buttons, but has the misfortune of tying into to Chrono Trigger, one of the great beloved RPGs of all time. CC doesn't even delve into time travel, just hopping between two alternate timelines.

Although this may be decisive, I love Silent Hill 4: The Room. I think the tunnel system is neat and I think the two leads and the antagonist are great characters. It just doesn't feel like a SH game. I understand it wasn't at first but got clumsily tied to the rest of the series.

In the end the biggest conundrum is these game really should have been standalone games, but wouldn't have been likely to have been released had they not been connected to a preexisting and popular game series.