Now that I have more time to elaborate, my list is as follows:
The "Golden Sun Trilogy" speaks for itself, bringing RPGs back to their roots, while still being fresh.
Pokemon, of course. I just thought Gen 4 was a bit lame. Granted, it brought 3D environments to the series, but the overall feeling of the games were somewhat of a let-down of the 4th gen to me. I love gen 2 the best, especially the HeartGold/SoulSilver remakes, and the Liquid Crystal rom hack for GBA was brilliant.
Parasite Eve 2 (I didn't care for the first game)
Lunar - Silver Star Story Complete on the PS1, and the PSP remake. (Don't waste time on the GBA/DS versions, they suck.)
Chrono Cross on PS1 (I don't care for Chrono Trigger, it's over-hyped as hell, and very difficult to beat.)
Final Fantasy III (USA), VI (JAP) was a brilliant game. But thanks to the convoluted FF releases and confusing numbering scheme between the 1-6 games, I feel like I've been cheated out of at least 2 or 3 FF games here in the USA. (Maybe someone can clear up the FF numbering mess for me to understand?)
Final Fantasy 8 (Much better than 7 in my opinion, and still had memorable characters.)
Zelda: Twilight Princess (Action RPG, still counts)
Tales of Destiny on PS1. Actually, ANY game that begins with "Tales of..." in the title, you just KNOW is going to be a good RPG! I have always loved the Tales series.
Fable 1 on Xbox. Amazing story. Simple, and a bit linear, but still kept me glued to the game until it was beaten.
The "Paper Mario" games play and feel like RPG games, so I'll include them in this list.