Rats, I thought I'd have something to add, but by the end most of the games I thought of were mentioned...
Still, Sly Cooper and Sly 2: Band of Thieves deserve repeating, Klonoa 2 as well... the .hack games are amusing (but you might be tired of the plotline by now, that was more of a "pick it up as it was just coming out" thing), and if you like Light Gun games at all, the Time Crisis series has always been improved for the PS2 versions (they even changed how Crisis Zone's gun works significantly). Kingdom Hearts is both a great RPG and a real nostalgia trip if you were ever a Disney fan in your life...
Let's see... you can find Silpheed: The Lost Planet rather cheap ($9 or less, often); for a casual arcade-style shooter, it's good. And I've heard great things about R-Type Final.