My favorite ones from back in the day were the usual suspects: crisis core, birth by sleep, peace walker and the gows.
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This is my new favorite, valkyria chronicles 3. Amazing game, and it's full of content (dlc missions, extra missions from post-game, password characters).
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This is for when i need some arcade action. Ridge Racer 2 is pure gameplay, and the music is top tier
Those are the ones im constantly playing, i have some more than i need to finish or currently going thru.