EDIT: Since the OP isn't updating, I figured I'd combine everything mentioned so far that I deemed to be EITHER rare OR expensive. If I'm not feeling too lazy I might make a new topic with everything either listed as rare (low print #'s) or just expensive, also I'd like to list prices next to everything, I might get to that later tonight.
PS2:
Grandia Xtreme
Marvel vs Capcom 2
Rez
Gitaroo Man
World of Outlaws: Sprint Cars 2002
Gallop Racer (2001-2004, since all prior releases appear to be rare, I'd imagine 2004 will be also)
R.A.D
Culdcept (Rare)
Gamecube:
Gauntlet: DL
NCAA Basketball 2K3
Original Phantasy Star online 1 and 2 (not plus)
Resident Evil 2 (not rare, just expensive)
Resident Evil 3 (not rare, just expensive)
Cubivore (Rare)
Xbox:
Jurassic Park: Operation Genesis
Marvel vs Capcome 2
Broken Sword - The Sleeping Dragon
GBA:
Car Battler Joe
Tactics Ogre: Knight of Lodis
Castlevania: Harmony of Dissonance
Phantasy Star Collecton
Cima The Enemy
Sonic Pinball Party
Ninja Five-o
PS1:
Lunar SSS
Lunar Eternal Blue
Valkyrie Profile
Rhapsody: a musical adventure
Suikoden II
Castlevania Symphony of the Night (NON-GH)
Persona 2
Arc the Lad Collection
Tactics Ogre
Bust A Groove 2
Intelligent Qube
Bust a Groove 1 -
DDR Disney Mix -
Hogs of War -
Hoshigami: Ruining Blue Earth
Thousand Arms
Vanguard Bandits
Lunar SSS (complete)
Lunar Eternal Blue (complete)
Alundra 1
Alundra 2
Suikoden I
Super Puzzle Fighter
Einhander
Legend of Mana
Dreamcast:
Powerstone 2
Cannon Spike
Vampire Chronicles (rare)
Tech Romancer
Project Justice
N64:
Harvest Moon
Starcraft
Gameboy Color:
Legend of the River King 2
NES:
Mr.Gimmick
Bubble Bobble 2
Dragon Warrior 2,3,4
Snow Brothers
Unsure of their rarity:
PS2:
Jade Coccon 2
PTO 4
Naval Ops
Fatal Frame 1 and 2
Dot.Hack part 2 (or is it 3?)
Monster Rancher 1 and 2
Zone of Enders 2
Xbox:
Deathtrow
Yager
Roller Coaster Tycoon
Fatal Frame 1 and 2
Air Force Delta Storm
Dead or Alive 3 BOOSTER Disc
Moto GP 2
Guily Gear X
GC:
Slugfest 2004
Zelda Collector's Edition
Zelda Ocarina of Time/Master Quest
Go Go Hypergrind (I heard limited quantities were made, can someone confirm?)
PS1:
Koudelka
Grandia
R Types
The Raiden Project
Tales of Destiny I
Tales of Destiny II
Elemental Gearbolt
Psychic Force
City of Lost Children
Klonoa
Nectaris: Military Madness
Speed Racer
Silent Bomber
Castlevania Chronicles
Battle Engine Aquila (Is this ps1 or ps2?)
Dragon Warrior 7
GBA:
Phantasy Star Collecton
Monster Rancher Advance 1 and 2
GB:
Warlocked
Ok, I think that's everything people mentioned, besides the obvious ommisions like ToS. I don't really feel like doing NES and SNES at the moment, but if you want feel free to post them.
I'd really like to get some confirm either yes or no on the games I'm unsure of, please don't just say "yes it's rare" or "no it's not" give some evidence please, I'll try to check ebay but that will only tell me if it is in demand or not. Also same goes for anything I have listed as rare, if I've made a mistake, let me know and provide some proof. I'll try to keep this updated.