Shin Megami Tensei Nocturne is among favorite ps2 games. But besides that game, there are others of course:
Xenogears(Ps1) An non conventional JRPG with a deep storyline inspired by Nietzche philosophy and Sigmund Freud psichology. Plus Mechas, Xenoblade I&II are the spiritual sequels of this game.
Metal Gear Solid III: Snake eater (Ps2) For me, the best Metal gear with a balanced blend between reality and science fiction.
Final Fantasy XII(Ps2) one the few final fantasy that is actually fun to play. Good lore, weak storyline and no class development are its main drawbacks.
Vagrant Story (Ps1) A masterpiece, one of the best games ever done by squaresoft. Its best feature is the battle system, a turn based action command combat where you can chain combo and use tile position to your advantage.
Final Fantasy Tactics (Ps1) Tons of classes to choose, although very grind happy. Its plot is a bit convoluted and depressing sometimes, is the most similar thing to Games of Thrones you are going to find on a JRPG. Although Dark fantasy setting is a genre quite popular nowadays and thus quite common, is interesting to take a look back to the past to experience how it was before GoT and Dark souls existed.
Castlevania Symphony of the night (Ps1): The most popular metroidvania ever. It has everything and you can play as you like.
Well, I'll leave it right here. I cant think of 30 favorite games more but I am lazy to write a post so large. But at least, I'll mention them for recognition sake: Alundra 1, Final Fantasy VIII, Persona 3 & 4, Chrono Cross, Tomba I & II, Soul Reaver, Syphon filter, Metal Gear Solid, Resident evil III Nemesis, armored core, Galerians, Silent Hill I & II, Final Fantasy VII, Kingdom Hearts I & II, Suikoden, Tekken, Megaman Legends, Twisted Metal, Oddworld: Abe's oddisey, Digimon,Shadow of colossus,Jax 3,Ico, Devil May Cry III, Max Payne, Odin Sphere....