I've never been a huge tactical RPG fan after I learned how LONG they take to get through and complete, complicated systems, grinding, cheap gameplay difficulty, etc. But my favorite continues to be La Pucelle Tactics: Ragnarok. The original was already my favorite (just slightly edging out Final Fantasy Tactics) but this one improved on it even more.
No English retail copy, sadly, but an English translated version for a hacked PSP like I've got is not too difficult to obtain and enjoy. I'll recommend it until the day I die.