[Sigma]

GTA3 (have)
MGS2 (have)
FFX (have)
ICO (I saw it for 29.99, but i didn't have money to buy it and it was sold out. DAMN IT! It was at block buster and it wasn't even used)
VF4 (seems to be like the best fighter out right now and i want to get it)

upcomming:

Spiderman (i don't think i'll buy this for any of the consoles, but i'll surely rent it)
Stuntman (don't want)
S-Man (jk ) (lol)
Medal of Honor: Frontline (computer game)
Kingdom Hearts (wanna get)
Timesplitters 2 (not for ps2 if i get it)
Soul Calibur 2 (i'll surely get it, but i'm not sure for which system. I'll wait till it comes out and try it on all the systems)

and for the RPG fan:

XenoSaga (HELL YEAH!)
Suikoden 3 (looks awesome, thinking of getting it)
Wild Arms 3 (never heard of it)
Star Ocean 3 (whenever it comes out, i'm getting it)
Final Fantasy XI (still have to see how it turns out, and if i have time)

great list. I'm sure there are other good games that we're missing though.