Super Mario RPG: Legend of the Seven Stars, is one of those games that must be mentioned at some point. I've come within 3 jumps of getting the Super Jacket - then excitement got to me.
Seeing how it's the only MMO I've played, WoW is pretty much it by default. However, I've a lot to learn about the game (I get my ass kicked WAY too easily. Need to look into those power-leveling guides sometime...)
For Action RPGs, lessee here...
Super Paper Mario: A departure from the other 2? Sure. Fun? HELL yes.
Secret of Mana: I remember playing this when I was younger (about 10 or so), and thought it was the hardest game EVER. Now that I've got a lil' online guide saved, though, I can usually kick any enemy's ass within a few seconds.
Seiken Densetsu 3: It's a pity this never made it stateside, but we can thank the translation patch for allowing us to experience quite possibly one of the most fun games I've ever played. 3 endings, 24 classes total, and WAY more combos than I'd care to count, it leaves me coming back for more.
Diablo II. Nothing more needs be said.
Lost Kingdoms II: I'm amazed this game isn't as well-known as it ought to be. It's basically what would happen if you took Yu-Gi-Oh! and Diablo II, put them in a blender, and served as-is.