Nightmare of Druaga - Though I haven't touched it in forever, I've put 30hrs into it and I absolutely love it. Has a real good atmosphere to it.
Blood Will Tell - Total surprise hit. Has a very good story, seriously. Plus Hyakimaru is a badass. Swords for hands, plus the whirl combo.
Bloodrayne 1 - Vampire chick fighting nazis + infinite bullet time. I need not say more.

part 2, has to be one of my most hated sequels ever.
The Bouncer - I liked the story...
Breakdown - It actually tried to be innovatie and immersive, and it did succeed in some points.
Breath of Fire DQ - Hard as nails, but I really dig the style and music. I've barely gotten that far, but Ryu getting stabbed in the knee in the beginning is a scene I won't forget.
Cubivore - I'd argue to say it's a beautiful, artistic game. Soundtrack is minimal but very relaxing.
God Hand -

every "professional" reviewer who hated this game. You have to get better at this game, and when you do, it's a blast. (I'm only at Stage 3)
Gungrave - One of the first games that made me see games in terms of "style", and this has loads of it.
Hunter the Reckoning series - I dig horror, wish this series was still alive.
Killer 7 - Incredibly deep political game. (Deeper then MGS?) You won't understand 90% of it, but after reading info online, I was impressed by what Suda made. Plus Con Smith, freakin awesome. \ ^ o ^ /
Phantom Crash - Had one of Xbox's best stories, and I LOVE the soundtrack to death. (I still hunt for Win a Sheep Free.)