That was a fun exercise.
# -
999: Nine Hours, Nine Persons, Nine Doors (DS) - Fun puzzles and great writing but it was mostly chosen because of lack of options.
A -
Age of Wonders: Shadow Magic (PC) - One of my favorite 4X games; has one of the deepest combat systems with tons of options and multitudes of strategies.
B -
Bastion (Various) - Great looking game with even better gameplay. Amusing narrator mechanic is just cherry on top.
C -
Castlevania: Symphony of the Night (PS1) - One of the most beautiful games ever made. The art and gameplay in this are top notch.
D -
Dark Souls (Various) - Feel bad going against Dragon Quest and Disgaea, two of my favorite series, but Dark Souls is the best game of the best new franchise of the past 5(?) years. I kept coming up with personal restrictions just so I could keep playing the game in "new" ways.
E -
Eternal Darkness: Sanity's Requiem (GameCube) - The only game I got every possible ending without taking a break between playthroughs. Great puzzles and just oozes with creativity and atmosphere.
F -
Final Fantasy Tactics: War of the Lions (PSP) - Still the titan of strategy-RPG genre as far as I'm concerned. The PSP version is worth having to deal with the slowdown to get the cleaned up translation.
G -
Guitar Hero II (PS2) - Started me down the dark path of plastic instruments. One of the better base game soundtracks, even if a lot of them are covers.
H -
Heroes of Might and Magic III: Complete (PC) - One of the pillars of the strategy genre and the best one in the series.
I -
Ico & Shadow of the Colossus Collection (PS3) - Kind of a cheat, but hard to pick against two of the greatest games ever made.
J -
Jeanne D'Arc (PSP) - Really solid strategy-RPG with a fun story but one of the weaker letter groupings.
K -
Katamari Damacy (PS2) - Fun soundtrack, fun to play, even fun to watch others play.
L -
Legend of Zelda: Wind Waker HD (WiiU) - Best version of the best Zelda game.
M -
Mega Man Anniversary Collection (PS2) - 'M' is packed! But too much nostalgia to go against Mega Man 2 and 3, two of the best platformers ever made.
N -
Ninja Gaiden Sigma (PS3) - Great character action game, but one of the weaker categories.
O -
Okami HD (PS3) - So g'damn pretty. So, so pretty. And pretty fun to play as well.
P -
Persona 4 Golden (Vita) - Not a lot to choose from, but shouldn't diminish that this an amazing game.
Q - N/A -
R -
Rock Band 2 (X360) - The second game in the series is where I feel Rock Band really came together. The 3rd is just more of the same.
S -
Super Mario Bros. 3 (NES/VC) - Haha, this letter is just insane to pick from. You could pick 26 other games from 'S' and have just a solid list.
T -
Total War: Shogun 2 (PC) - Doesn't have the unit variety that some of the previous games had, but has the most refined engine and is the most balanced.
U -
Uncharted 2: Among Thieves (PS3) - I'm not quite as hot as Uncharted series as just about everyone else seems to be, but its still a great series with not a lot of other choices.
V -
Vagrant Story (PS1) - Gameplay is great... couldn't really tell you what was going on based on my memories of the game (doubt I could even when I was playing it at the time).
W -
Warlords II (PC) - I played this so much with my buddies when I was in grade school. Really solid strategy game.
X -
Xenogears (PS1) - One of my personal favorites and is an easy choice.
Y -
Yoshi's Island: Super Mario Advance 3 (GBA) - Probably not even in the top 5 of Mario games, but is still quite amazing.
Z -
Zero Escape: Virtue's Last Reward (Vita) - Like it's predecessor it mostly gets in by being in a weak grouping. Better than 999, IMO, however.