Crazy Taxi easily comes to my mind first, though there's several that come close.
Jak and Daxter and Ratchet and Clank are close as the best platformers of this generation with Sly Cooper and Klonoa 2 behind them, as Sony stole the platforming and in my opinion the best first party games title this generation. Gran Turismo 3 A-Spec was my favorite racer with Burnout 3 and PGR 2 close behind. Final Fantasy XII will probably blow away my RPG favorites of this generation like Grandia 2, KotOR, and DQVIII. Madden, NCAA Football, and MVP 05 are probably the best sports games with MVP at the top. Virtua Fighter 4, Naruto 4, Smackdown 2006, and Soul Calibur/II/III were my favorite fighters of this generation, As for action games, MGS3: Subsistence, Shadow of the Colossus, God of War, Metroid Prime, Wind Waker, probably Twilight Princess, GTA3/VC, and Freedom Fighters were my favorite action/adventure games of this generation. Action sports goes to Tony Hawk PS3, Dave Mirra FBMX 2, and Aggressive Inline. In the miscellaneous category is Katamari Damacy, WLK, Guitar Hero, Amplitude, Chu Chu Rocket, and Super Monkey Ball. Almost too many games to really pick just one.