Suikoden, great oldschool rpg with strategy elements.
Wild Arms, great oldschool rpg.
Alundra, Top down action rpg.
Blood Omen Legacy of Kain, top down action rpg.
Silent Hill, spectacular survival horror.
Parasite Eve, survival horror rpg with active time battle with action elements.
Castlevania: Symphony of the Night, set the standard for all the GBA Castlevanias.
Wild 9, great fun sidescroller/platformer.
Crash Bandicoot 2, best of the series.
Crash Team Racing, better than mario kart.
Ape Escape, fun weird game, elements of stealth and platforming.
Einhander, amazing sidescrolling ship shooter made by Square.
Legend of Legaia, challenging rpg with a fun Xenogears style fighting system.
Metal Gear solid, but if you have a gamecube maybe buy that version I guess.
I don't mention Resident Evil, Ace Combat, Ridge racer, or Street Fighter Alpha because I figure those are in the "obvious ones" category.
I can think of more later.
_________________  Some stories can't be told with words, some legends are meant to die
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