I heard some excellent words about the .hack series.

FFX was my personal favorite of the Final Fantasy series...

Xenosaga was awesome, but you don't get the advertised 80 hours of gameplay... I beat it in like 35, and that was with a couple "ran out to do errands with the PS2 on" jaunts

Also, see if you can a copy of Frequency used... I got mine for $11 from a store, and it's a incredibly fun and difficult arcade-style game.