My favorite game is a tie between Final Fantasy Tactics, Chrono Cross, and Tales of Symphonia.
FFT:
The reason I love this game so much is mainly because of the phenomenal story, having so much relevance to today's society and how religion persuades people to do evil things while believing they are doing so with just purpose, it is really touching to see this kind of story take place in a fantasy setting with magic and demons and such. The musical score is also fantastic, it is one of the best non-Nobuo soundtracks to any Final Fantasy game to this day, and holds up on it's own even now; the game has this sort of 'theme' to it, where a lot of the songs (although different) share a tune or melody with each other and different versions of it play throughout the game. And I haven't even mentioned how good the gameplay is, but that is a thing all it's own, that I love very much too.
Chrono Cross:
This game, I got at a pawn shop for 8 dollars. I did not have any clue what to expect, only that it was supposedly a sequel to Chrono Trigger, which I played through in it's entirety and enjoyed very much, getting all endings. What I got was so much more than I expected, and I had never anticipated any game being able to touch my heart the way this one has; the music flows so well with the situation in game that it really carries the overall 'feel' of the game's story, with amazing tracks by Yasunori Mitsuda that are sure to move the player in ways they had not anticipated going into a JRPG like this one. I don't think I will ever get tired of this game. The story is absolutely amazing in every way, and when you really delve into the game, it gets a little confusing at times, but the complex nature of the meaning behind it is in every way ahead of it's time, and perhaps, time itself. It certainly lives up to it's name.
I once played it every day for over a month, beating the game over 40 times and getting my favorite ending several times (while knowing I had already chosen that path), so if that says anything, you should pick up this game if you haven't already.
Tales of Symphonia:
When I had first picked this game up at a video rental store (we had those back then!), I did not know what to expect; All I knew was that it was a JRPG that allowed 1-4 players and was real-time instead of turn-based like most RPGs I've played. What I got was a story that unfolds before the player as you bear the complete mind-f#%*ery as the story continues to throw twists at you from every turn, every angle. I was so in love with this game for it's anti-racist messages and viewpoints, as well as wholesome values presented through the characters themselves, and that really made it easy to relate to a lot of them, and the characters were very memorable (despite some of them having silly names

). I would recommend it to anyone, it has such a good replay value to it that I've actually beaten the game over 36 times in a row just to get an Ex Gem Max in every slot for every character; and that doesn't include the first time I got the game or any time I've played through it after that. The battle system and character customization is so in-depth for a game of it's style, and battles never get tiresome or old; if they do, the solution is to crank up the difficulty (which you can change at any point, and aren't stuck with for the rest of the game

!) and see how much harder it is to survive. I decided the video rental store was not getting this one back, and fortunately for me; they closed down 2-3 months later. w00t!