I would honestly probably have to say Dark Souls above all else - it's the one game that keeps me coming back over and over and over and I just keep falling in love with it every single time!
This one is a bit tricky since there are many sub-genres to think about too (JRPG, Action-RPG, Tactical RPG, etc). Since I can't really pick one, here are a bunch of my favorites (In no particular order): Dark Souls, I Am Setsuna, Shadowrun: Dragonfall, Kingdom Hearts 2, Legend of Grimrock 2, Undertale, Valkyrie Chronicles, and The Banner Saga series.
If I were try to make a more interesting choice, maybe I'd pick Custom Robo for the Gamecube.