Some of mine are Valkyria Chronicles, Demon's Souls, Vanquish, Siren: Blood Curse, Baldur's Gate Collection, Fallout I/II
Valkyria Chronicles - PS3 exclusive that focuses on leading a small platoon of soldiers against an evil empire. Small unit tactics/turn-based done right. Epic story enough to make you bawww on par with FFX's story.
Demon's Souls - duh. next.
Vanquish - PS3 exclusive. It's like Max Payne in space but faster and more epic. Story is borderline retarded but the game is oh so fun. The game is so fluid and action is so good.
Siren: Blood Curse - PS3 exclusive, US players can only DL this game from the PS Store. A re-make of the original Siren, this is survival horror, not that crap Silent Hill or RE claims to be now a days. Broken into chapters with different characters, one of them makes you play a scared little girl in a dark hospital full of monsters. Great horror game.
Baldur's Gate Collection - PC version, not the crappy console games with the same name. The BG1, ToSC, BG2 and ToB single most epic saga of D&D based games, bar none. Countless days were lost to this great game. This is the best RPG game, bar none. This is from days of yore when grinding wasn't a thing, roleplay was important and sword and sorcery at its finest.
Fallout I/II - Their sequels are well known, but not so many people nowadays have played the original two games. Gritty and full of pop-culture reference, it was you, a dog, a Highwayman with half a tank of fusion cell and the vast post-apocalyptic west coast. A must play. Captivating storyline and merciless (and awesome) enemies. Dying was almost as fun as killing the enemies.