It's a little cringe in retrospect, but I really liked my time with Makai Kingdom. Avoid if anime stuff isn't your bag.
Ico had some interesting ideas that are worth a look.
Rogue Galaxy was pretty okay.
Psychonauts deserves a mention, though it's kind of obvious.
Red Faction had cool political leanings for a game of that era.
You've got heaps of great suggestions already so I'll leave it at that.