I could kick myself in the nuts over Suikoden II. A few years ago I had the opportunity to buy three brand new sealed copies for $30 at a local Walmart, but since I was unemployed at the time I passed. The next day I found out how rare the game was.
I managed to get a hold of the whole .Hack series recently. I haven't played it yet though.
Another series I'm fond of and currently playing is Shadow Hearts. I even have the original game Koudelka, which sucked BTW.
Legend of Legaia never did it for me. I have it, but the battle mechanics felt so clunky.
My girlfriend has both the Lunar games mentioned. One is the complete collectors set, though I can't recall which right off.
I'm a big Final Fantasy fan too. I probably played 7 a dozen times and I wrote the Limit Break Mechanics guide for it. X-2 and up on PS2 have been lackluster though.