Tenchu
You are playing as japanese shadow warrior. You are to kill staying unseen. Very hard, but very good game. My favorite on psx. It's full 3d, full action and it has just brillant music.
Bushido Blade 2
I was playing it four times. One I was training with psx, so I've finished it twice. And so far we've played 1000 duels with Cat-Man. It was a draw. And the game is simulation of japanese sword (and some other weapons).
Silent Hill
Really psychopatic horrorible game. The mood of the adventure is sick. I will never leave my home in the misty day, as well as I won't visit Cat Man's basement again. The sound is killing.
Resident Evil 1 and 2
I have almost died playing one night RE2. It is very scary game. Don't believe me? Try, both are on PC now. But if you are over 35, better give up or you coroner will identify heart attack.
Final Fantasy VII
Legendary game. I don't believe you haven't heard about it. Very very very twister storyline. You won't know who you are at the end, but you will be happy that you have played this rpg.
Metal Gear Solid
A bit similiar to Tenchu, but there is only one mission for a single commando. There are very good movies, with motion blur technique. The story line is twisted a bit, but playing japanese games, I got used to that.
Parasite Eve
Another rpg hit from Squaresoft. Very good music and the mood. Not as scary as RE2, but better don't play it alone.
Star Craft
This is legendary rts for PC users. I like the storyline. And I like Protoss race. They are the most mysterious creatures in Blizzard universe.