I expect people to argue over what is and what isn't niche but whatever, use whatever definition you want.

As you can see mine is the Atelier series. With Hyperdimension Neptunia in 2nd place.

Homemate followed by Schoolmate

I really enjoy the Everybody's Golf/Hot Shots Golf games, those are pretty niche.

Hyperdimension Neptunia is my favorite niche franchise and probably my favorite overall franchise as well.

Senran Kagura is pretty niche. Still amazed three entries have made it west. I enjoyed all three with Estival versus being my favorite.

Front Mission.

I wouldn't narrow it down to one particular series, but simulators. I honestly love controlling a train, or piloting a plane, or even building a city! Not that "Goat Simulator" stuff, though.

I don't do niche. Niche is too mainstream.

Zone of the Enders. I never liked giant robots until then.

Can it be one game or does it have to have sequels?