Throwing another vote in for FF9: my personal favorite, mainly for how well it handles its characters, and for having a damn near perfect mix of funny moments to absolutely heart breaking moments.
But if you haven't, consider trying Dark Souls/Demon Souls. You'll hear a lot of different opinions about which you should go for first, but to point it simply from my perspective:
- Demon Souls: A little less refined on the mechanics, but a gem for story and atmosphere, and has some of the coolest bosses.
- Dark Souls: FANTASTIC atmosphere and story, without needing a character so much as talk to you, but it's pretty difficult to get into initially, and many have said you'll need to consult the wiki to get the most of it.
- Dark Souls 2: The best for mechanics, and is by far the most accessible to newcomers. However, imagination for the bosses and areas, barring a few standouts, is weakest here (and you'll need to play DS 1 to get some of the jokes/themes).
Or you could wait and get Blood Borne, and tell me what you think... (*I can't afford a PS4* *awkward cough*)
For PSP, I tentatively recommend Tales of Eternia. I remember it being pretty good, but I also was kind of an idiot as a kid, so ehh, I can't remember it too clearly.
Anyway, there's a lot of good calls in this thread, so have a look around, and see what you can find out etc., and happy gaming d^_^b