The Pokémon Mystery Dungeon series (only until Explorers of Sky, the following games took a weird turn) all the way!! I've just finished the main story of Blue Rescue Team and oh boy did I miss those games. It's a total different way of imagining the Pokémon world. Literally a world where YOU are a Pokémon and you talk to other different Pokémon and there are no humans involved (even though story wise there are reference to humans, but you see no trainers in-game). Being a Pokémon, having a team and going on dungeons and recruiting other friends is just so amazing and fun! Plus, the story is usually pretty cool and makes me tear up at the end (ahem... Explorers of Sky). The games can also be very challenging and that's a good thing.
I also played two games of the Ranger Series, my favourite being Shadows of Almia and it was a really enjoying experience. It showcases a different way of Human-Pokémon interaction, in which there are no Pokéballs involved. I remember having lots of fun playing it when I was young and storywise, I think it was pretty alright ^^