Shadow of the Colossus - of course

and

Crackdown, might not be considered an "arty" type of game, but you can't deny its destinct art style.


My favorite "arty" game is free
http://www.ferryhalim.com/orisinal/g3/bells.htm

No More Heroes. I adore this game.

shadow of the colossus and Okami def.

Mario Paint.


Oh, you didn't mean that kind of "arty."

 Hehe, no...but there must be some older games like this out there right?

I should mention the  Dreamcast  had more than Rez thoug, Jet Set Radio and Samba de Amigo both had very distinctive graphical styles. Samba de Amigo is probably the craziest game I've played, can't wait for the Wii version!

Panzer Dragoon Saga, my reward for siding with the saturn during that gen,
Kirby's Dreamland 3, artistically it is incredible.... as long as you play it on an old interlaced crt tv...

@masschamber
please elaborate on the Kirby thing....

It looks like world of crayon drawings brought to life. Think Yoshi's Island but more colorful and crayony (not a word?). 

Planescape: Torment - RPG Masterpiece supreme in writing, having been compared to literary works, and possesses a complex and detailed story that would shame many authors.

"The game's level of detail and its emotional impact have prompted some players to cast about for literary peers." - New York Times

The game's script contains around 800,000 words and 2 Novels have been written based on the game itself, 1 official and 1 unofficial.

Killer7, of course. Though my second would probably be Silent Hill (the first one).

 EDIT: Forgot Planescape: Torment, though I consider that to be less of an "arty" game and more just plain awesome all around.