Yakuza 1 & 2. Yeah I know remakes exist, but especially with 2 there's enough different content on display that its worth to play both.
Capcom has ported quite a few of its games, but stuff like Crimson Tears, Godhand, Resident Evil Survivor 4 (well I liked it...), Chaos Legion, Under the Skin (and more I'm surely forgetting) are worth tracking down. Oh, and Capcom Fighting Evolution, well maybe avoid that one.
Viewtiful Joe 1&2 and Killer 7 also are absolutely worth getting, but if you have a Gamecube just get them on that instead (or PC for K7) as the ports are better than the PS2 ones.
Forbidden Siren 1 and 2 for sure. Best survival horror games on the system.
Blood Will Tell was a pretty great action game I thought, so that.
Urban Reign absolutely is worth tracking down. Its a Namco brawler that has hints of Tekken in it, once you nail the counter system in that game its amazing. Can't recommend it enough.