Oh, and if you're an RPG buff, pretty much anything with the Shin Megami Tensei label will give you a case of the little known "Hee-ho-hepatitis". (In other words, they're good.)
Shin Megami Tensei: Digital Devil Saga 1/2 (they're the same game on two discs) has some of the most amazing twists and moments you will ever see in an RPG. Damn fun, too.
Shin Megami Tensei: Nocturne needs to be experienced. It is the quintessential Shin Megami Tensei experience: Dark, foreboding, post-apocalyptic, complex, turn-based, utterly shocking, and deliciously fun.
Shin Megami Tensei: Devil Summoner 1. I don't really think this game is..."fun", persay, but I think as an experiment, it works. This game was the SMT team stretching their wings and finding out what does and doesn't work when you put SMT in an action format. I have yet to play number 2.
Shin Megami Tensei: Persona 3 FES. (Avoid non-FES P3. It's not bad, just not all there.) All I can say is that it retains the quality of the SMT series in a new format, with a brand new personality behind the creative wheels. It's much more popular and well-known than it's counterparts due to the high-school simulation, and it doesn't suffer in quality because of it. It's much darker than it's sequel, the eternally catchy and highly addictive...
Shin Megami Tensei: Persona 4. For me, this game really drove home the achievement of completing a dungeon quickly. I think that's what the weather system was all about, as so much could be done on sunny and rainy days. I'm still playing it, but I really, really love it. Play P3FES first, though.