Shin Megami Tensei: Nocturne (I've also heard good things about Shin Megami Tensei: Digital Devil Saga but I've not played it yet)
Zone of the Enders 2: the Second Runner (ZOE 1 is fairly solid, but ZOE 2 just beats it utterly. ZOE 1 is fairly inexpensive and worth picking up, but you can get ZOE 2 and they do go over the first story, so you won't be missing much).
And of those mentioned, Star Ocean, Phantom Brave, Disgaea, and Xenosaga are all great. As is Katamari Damacy.