Shin megami tensei nocturne (of lucifers call for the pal regions)
I love the game for the underlying sense of cynicism. The protagonist develops into a really amazing character. You really feel for the characters in the game. I love the fact that dante from devil may cry makes an appearance. Lots of occult references, and summoning demons to aid you is always great.
It's a very hard game to find (an upwards of 80 dollars used), and is probably the single hardest rpg for the ps2 by FAR. But very rewarding if you can get all of the endings.
Make sure to have 80+ hours available to beat it.