The Super Robot Wars series is probably my favorite. Flashy animations, awesome music, surprisingly deep storyline and characters, and nothing overly complicated as far as gameplay goes. Plus, I'm a huge mech fan so it's got the things I enjoy and some more. Only gripe is that I wish Namco-Bandai would make more of an effort to localize some of the games.
Shining Force III for the Sega Saturn is also up there. It's separated into three different games (each from a different viewpoint) and really is the best game the Shining series has to offer.
FE series, Tactics Ogre, and FF Tactics are a few others that round up my favorites.