Pokemon: Explorers of Time, and Advance Wars Dual Strike, as well as occasionally Etrian Odessey 2 and Devil Survivor (actually strike that, the first Bel fight made me quit. T_T)
Also, Baten Kaitos. I don't know how many times I've played through this game now, but I will be forever continuing to play through it again and again.
And some .hack//Mutation whenever I feel like turning on my PS2.