Nocturne > Persona 4 > Persona 3 > Digital Devil Saga 1 > Digital Devil Saga 2
Nocturne is the granddaddy of them all. Fun & strategic combat with a great difficulty to boot, an amazing atmosphere, good story and great dungeon crawling. Nocturne is one of the few games I'm scared to play because of its difficulty; you can be wiped out with a random battle just like that. Its atmosphere, difficulty and dungeon designs really kept me on the edge of my seat.
Persona 3/4's stories & characters are way better than Nocturne's, but the gameplay not so much (not saying it's bad btw). However, I do find the Persona games more addicting due to its social-link/calendar system; I'm always saying "just one more day." The Persona games have a striped-down combat of Nocturne, and it's not as fun and engaging. The dungeon crawling is horribly bland.
Digital Devil Saga 1 & 2 are great RPGs, but they are just run-of-the-mill. The combat & story are pretty awesome, but without summoning demons & etc, it's not as great as Nocturne's. Dungeon Crawling is just as bland as Persona 4; perhaps even worse with the high encounter rate.
