I'm trying to think of ones people haven't mentioned, but since that might imply that I like some of those I'll just name the ones I think of in general. Although to be fair, I've heard of almost all of these games, if not all of them, in fact. I'm impressed that so many people are aware of them.
Anyways, games I liked that I don't hear about often:
Eternal Darkness
Psychonauts - although the last area was a pain in the ass, and least favourite
Legacy of Kain series
Vagrant Story
Parasite Eve
The Actraiser/Soul Blazer/Illuision of Gaia/Terranigma/Grandstream Saga series of Death/Rebirth
Super Godzilla
Those Dragonball/DBZ games that actually focused on the story, like the GBA ones, and not just tons of fighting.. although Sagas on the PS2 was pretty sweet
Conker's Bad Fur Day was awesome on the N64
Kartia
Persona (although it has become more well known recently)
Secret of Mana (and nothing past it since all the sequals we got sucked, but SD3 was good)
Wow, it's hard to think of games that I consider lesser-known. I have no idea if the majority of the titles I think of fit it.
Megaman Legends (why Capcom, why did you cancel it... and make X6-8)
Blaster Master on the NES
A couple of little known titles called Marble Madness and Anticipation on the NES
Kirby's Pinball Land
Paladin's Quest on the SNES
The various King's Quest games
The Monkey Island games
Final Fantasy Mystic Quest - it was awesome, no matter what others say
Hmmm...
Beyond Good and Evil
Secret of Evermore - Hell yeah!
Tail Concerto
Survival Kids on the old GameBoy.. not to be mistaken for the Lost in Blue or whatever it's called on the DS now...