Valkyria Chronicles definately, but there are a few other interesting specimens in my collection too.
Star Ocean: The last hope (Some people give it a bad rap, butI enjoyed it)
Disgaea 3 (Bizzare little game)
Resonance of Fate (Interesting take on gunplay in an rpg)
Eternal Sonata (quite a good game, good music and nice graphics)
Folklore (Interesting game, still one I'm aiming to play again at some point)
and of course theres the PSN store too, various Final Fantasy games, Vagrant Story and Xenogears (if your in N.America, dammit)