Shadow of the Colossus (it's probably obvious, from my avatar and all. )
Okami (just finished it, it's wonderful)
Final Fantasy X (yes yes, fans of "classic" FF can ridicule me all they want, but I love this game and its ending)
Super Mario RPG: Legend of the Seven Stars
Paper Mario I and II (the silliness is too fun to resist)
I've a huge queue of games I need to play, so it's very likely my list will change. And although I haven't finished them yet, Baten Kaitos and Ico are lots of fun too.
I can't remember , is Ico the prequel to Shadow of the Colossus?