Some really good suggestions in this thread. Mine have all been mentioned before I think, but I'll chip in anyway:
Shining Force: YES! My first tactical RPG was Shining Force II when I was a kid and still had a Genesis. I loved it so much and wondered why there weren't more games like that (us Americans had no idea about Fire Emblem or anything else). It's strange that now that the genre is fairly popular, there hasn't been another one in a long time.
Resident Evil: This needs a reboot so badly. They'll probably make 7 instead, but it needs to go back to survival horror (like they promised with 6). And cut the budget, seriously.
Final Fantasy: Not even sure what to do with it. Most fans will agree the series is a mere shadow of its formal self. Personally, after 9 there is nothing worthwhile in the main series, that was the last truly great Final Fantasy. It's silly to say they should reboot, since each entry is so radically different, but rather they need to go back to their roots, like Resident Evil. And, oddly enough like Resident Evil, they should actually focus more on remakes (and releasing them to handhelds and consoles - NOT MOBILE PHONES) because the demand is seriously there, which isn't common in a series for fans to ask for more of what they already have.
Tactics Ogre: This series kind of confuses me. I'm not too familiar with it, and some entries are remakes/ports of other games in the series, so I'm not really sure how many there are. But of the ones I've played they are GREAT and considering SE's tendency to milk things to death, it's surprising there aren't more of them.
Metroidvania: I loved that this style of Castlevania found a home on GBA and DS to go along with the 3D games on consoles. I'm not too fond of the direction they seem to be going now with Mirror of Fate. I really liked Lords of Shadow, actually, I just wish they'd stick to Metroidvania on handhelds. It's a rare thing when a fanbase begs you to NOT change the formula.
Eternal Darkness: Not a series, but there NEEDS to be a sequel. There have been Kickstarters from the developers for a spiritual successor which, to my knowledge, have not succeeded. I'd be fine with it if they did, I don't care about it becoming a "series".
Alan Wake: A true sequel to this is the one thing that may make me get an Xbox One. *shudders*
Dark Cloud: Spiritual successor of sorts to one of my favorite games, Soul Blazer. We need more!
Breath of Fire: BoF6 on PC and phones? Blegh. It probably sucks anyway, but bring this back to consoles!
And, this isn't game specific, but I'd like to see a revival of the graphical adventure genre. I know there are still some on PC (quality varying) and every now and then one hops onto consoles, but with the 3DS and Wii U this seems like an excellent time to make some more of these games considering their control style caters specifically to this. Of course, they likely wouldn't sell well, they rarely do on consoles (Walking Dead aside), but it's also not unheard of to give them a console release, and the Wii U and 3DS could help boost the genre a bit. There were a good handful on the Wii and they worked out pretty well.
