Ah, people already said some of the series I was going to...
The Disgaea series, Cave Story, and the Monster Rancher series are all awesome. I don't know if some of these games count as well, but:
Threads of Fate
La Pucelle Tactics
Rhapsody (Which I believe is getting a DS port later this year...)
The PaRappa series (yes, Um Jammer Lammy too)
Dungeon Dice Monsters (a Yu-Gi-Oh spin off that wasn't too bad)
The Ecco series (some pretty bad games, but for the most part they were fun)
EDIT: Ah, I almost forgot...
BRAVE FENCER MUSASHI (The original game only, the sequel was a huge disappointment)
EDIT2: ONE MORE!
No One Can Stop Mr. Domino!