Don't play a lot these days, but...:
Silent Hill 1,2,3
Project Zero/Fatal Frame 1,2,3 (bring the 4th pfff)
(Forbidden) Siren 1,2,blood curse
Penumbra
American McGee's Alice
Shadow of the colossus
Ico
Clock Tower (snes) - Haunting Ground was nice too
Rule of Rose
Shadow Hearts 1,2 (just love the weirdo monsters) and Koudelka
shin megami tensei series and spin offs (persona, devil summoner)
FFVII (i guess the only FF i really like, maybe the older ones too)
Okami
Wild arms series
Way of the samurai series
Odin Sphere
Muramasa
Fragile Dreams
Disgaea and similar
Heavy Rain
Theresia
999
Galerians
Yakuza 3
Demon's souls (though i only killed 1 boss lol)
Pocky & Rocky
Wonder Boy Dragon's trap
Thunderforce 3
Ghouls n' ghosts
Diablo
Thief
The Longest Journey
Resident Evil 1,2
Alundra
Parasite Eve
ETC...ETC...ETC...