RPG:

Final Fantasy Tactics: War of the Lions
Crisis Core: Final Fantasy VII
Star Ocean: First Departure and Second Evolution
Valkyrie Profile: Lenneth
Tales of Eternia (Europe import, if you live in NA or elsewhere)
Disgaea 1 and 2 when it comes out
Monster Hunters, Phantasy Star Portable (only if you have friends that can play the games with you)

Platforming:

Castlevania: Dracula X Chronicles
Megaman Powered Up and Megaman X Maverick Hunter

Shoot-em-up:

Parodius Portable (Japan import, but it's a shoot-em-up and most stuff is already in English)

Fighting:

Guilty Gear XX Accent Core Plus