Oh man, so many games come to mind. In no particular order:

Actual series:

Front Mission (the last installment was a troutty 3rd person Mech-warrior wannabe. Give me a full FM3 style tactical JRPG with trout loads of customization)

Parasite Eve (SE developed horror survival game with JRPG elements being British I got only to play the second game but it rocked)

Colony Wars (best console space combat sim out there FACT)

Oddworld (Abes Oddessy, this has had a few sequels but I think it is dead now. Oddworld could also be substituted for Gex enter the Gecko, Tombi or Kloana)

Breath of Fire (Owned 4, played 3 courtesy of an emulator and played Dragon Quarter. Didn't appreciate V in it's time but loved 3 and 4)

Suidoken (I have Suidoken 5 for PS2 and smurfing loved it a JRPG where you literally got to sail around like a bloody pirate and fight not only traditional JRPG battles, Tactical RPG ship combat but also 1 v 1 stylized duels in one game with a fairly good story and a huge, I mean huge ensemble cast of playable characters in the form of the 108 stars of destiny to recruit from and from everything I read this was one of the weaker entries in a long standing series).

Valkyrie Chronicles (I think has been stopped I came late to this picking up some of them on PC, bloody good games)

Ogre Tactics (One of the best PSP tactics series outside of FFT)

Onimusha (Samurai resident evil essentially - YES)

Tenchu Stealth Assassins (Ninjas enough said)

Wild Arms (Not as good as it's JRPG cousins but I recall having a lot of fun in Wild Arms 2)

Alundra (Some say it is a poor man's Zelda. I say nay. Alundra 2 was a bit of a departure but I recall the first being unforgiving as hell and loving it all the same)

Dark Chronicles (Yes, yes and yes)

Dino Crisis (Dinosaur Resident Evil - Yes!)

Ridge Racer (Arcade driving Classic)

Driver (classic action scenes from every tv and movie made in to a game with a unique story line)

The Getaway (I liked this because it was very GTA but not whilst also being set in actual London so I could use actual knowledge to navigate)

Mass Effect (not andromeda but a real sequel to the beauty of 1 - 3)

Vampyr Masquerade (good fun detailed action RPG vampire game)

Some interesting ones that stood alone at the time but need sequels:

Vagrant Story (I know this is technically part of the Ivalice setting but I want more Vagrant Story games because smurf me this was the first ever game to get 40/40 from Famitsu magazine and was well deserved)

The Bouncer (Square's ill fated high graphics Streets Of Rage tribute act was actually quite enjoyable if a little slow and clunky in the combat controls but seemed to be heading for and deserved a sequel imho)

Ring Of Red deserved a sequel (Valkyrie Chronicles meets Mechwarrior what wouldn't I love about this game?)