God loads, although most were bought for me as a kid to be fair, off the top of my head Final Fantasy VII, Baldur's Gate 2, Metal Gear Solid, Another World (great game) http://en.wikipedia.org/wiki/Another_World_%28video_game%29 and loads more.
The very best though was KOTOR 2, I was randomly browsing 2nd hand xbox games and thought I'd give it a go. Hoped for a semi decent game to kill a few hours. Expected utter crap, but ended up playing it non stop for god knows how long (when I should have been revising for my GCSE's!). Other than the Baldur's Gate series I've yet to find another game anywhere near as good, and unlike the BG games this one was an instant hook.
I kinda miss those days, until I was about 11/12 I knew absolutely nothing about games, but my dad would lend and buy games from friends for me that they recommended so I ended up playing some diverse but fantastic titles, now you can't help but know about any big game months before it comes out.