i love the devil may cry series... except 2 i guess. it wasn't that great. but it had the bloody palace which was plenty fun!.
I have oblivion for my computer which i recently upgraded... and by recently i mean back in may with a x1900xt video card so i could play it its great
Out of the older generation games, I liked Final Fantasy Tactics...
The battles were long, and it required a lot of strategy just to get through each battle, but I like games like that so it's fine with me. Another one would be the Fire Emblem games, cuz those require a lot of thinking too.
Out of the more recent ones, FF12 is the one I like most right now. I got through the Japanese one and am going to start on the English one as soon as I get it.