Vagrant Story - I miss old Squaresoft
Parasite eve 1 & 2 - I miss old Squaresoft
Shadow of Rome - to this day one of the funnest 3rd person action games I've ever played. Thank god I gave every Capcom game a chance back then. The guy at gamestop gave me a demo and I was back at opening the next day to buy it new.
Ico - the guy at the counter told me I probably wouldn't like the game. He was right. I loved it.
Dragons Dogma - my initial reaction to the demo was a bit underwhelming. I played it again but killed all of my pawns so I could get a better sense of the mechanics without them killing everything first. During a solo battle with the Chimera fell in love. I played that demo 3 or 4 times a day in anticipation for a month until the game released. Quite possibly my GOAT. As a side note from map icons to stage design this game has a lot in common with Shadow of Rome. If you're a fan and you have a PS2 around you really owe it to yourself to check it out.