Ooh, tough one. I'll have to pick from my favorite series.
Zelda - Either Wind Waker or Majora's Mask. Really hard to choose for this series.
Resident Evil - Resident Evil 4, a.k.a. the only one I actually had fun playing.
Silent Hill - Original game
Siren - Original game
Tales of... - Tales of Symphonia, although its combat system is a wee bit outdated, compared to later entries.
Fatal Frame - Fatal Frame II: Crimson Butterfly. The third one had better atmosphere, but the second one had better combat, even though I could beat it with my eyes closed.
Drakengard - Reeeeally tough, but I'd have to go with Nier. The original still has a place in my heart, though, despite being undeniably terrible. Can't wait for Drakengard 3.
Kingdom Hearts - Kingdom Hearts II for the gameplay, Kingdom Hearts: Chain of Memories for the plot and characters.
D Trilogy - Enemy Zero. Hair-tearingly difficult, but wonderfully terrifying. RIP, Kenji Eno. You will be missed.