If you don't intend on playing the entire Xenosaga series, then skip Xenosaga 2. Otherwise, go for it--and resist the urge to skip the cutscenes. The game is all about the cutscenes... 40 minute, talky, technoreligibabble cutscenes. The game is nothing without its odd story.

There is a Digital Devil Saga 2, but from what I've read it looks like you're in Europe (US Nocturne = EUR Lucifer's Call). The 2nd one probably hasn't been announced for Europe yet. The first game isn't called 'Digital Devil Saga 1', but it is the first of a 2-part game.

Star Ocean I haven't played, so I can't comment on that. Grandia 3 is supposed to be pretty fun as well.