Let me go through my collection and see here...
Not recommended:
-Mega Man X7: Not worth it. It's not good at all.
-SEGA Classics Collection: SEGA arcade classics, remade with new graphics and sound. Not really worthwhile except for the Virtua Racing remake (which is the only one that improves the original); all the rest are pretty forgettable.
-SEGA Genesis Collection: All of the games are available elsewhere or via emulation, so I can't really say to get this.
-Mega Man Anniversary Collection: Same as above.
Recommended if you like the genre/series:
-Mega Man X Collection: Another collection that could be emulated, but it does include Mega Man Battle & Chase.
-Mega Man X8: Not a bad return to form for the X series, this is worth picking up if you're a fan.
-Midway Arcade Treasures 3: I'm a big racing fan, so I personally love this collection (which includes San Francisco Rush: The Rock, Hydro Thunder, Rush 2049, Super Offroad, and Race Drivin', among other less notables). If you like arcade racers it might be worth tracking this down, if only for the Rush games and Hydro Thunder.
-Gran Turismo 4: As I said before, I'm a big fan of racing games, so I love the GT series. It's a pretty unforgiving simulation though, so it isn't something I would recommend unless you're a hardcore car guy or racing fan.
-Gran Turismo 3: Same thing.
-Tourist Trophy: Even more of a hardcore simulation than GT. In fact, they're practically the same game (by the same developers), just remove the cars and replace them with motorcycles. The controls are ridiculously unforgiving and 99% of the tracks are recycled from GT4.
Recommended:
Dragon Quest VIII: I watched Mae play through this game, and while I'd personally never play it because I loathe turn-based battle systems, the characters were great and the story was superb. Since you're an RPG fan I would highly suggest picking this up.
-Burnout 3 Takedown: HOLY CRAP awesome, ridiculous, over the top arcade racing carnage. I hear Burnout Revenge is better, but 3 is by no means not worth picking up. You'll have a blast.
Flatout 2: In much the same vein as Burnout, although not quite as good. I'd still suggest grabbing this one if you like Burnout, though. Ejecting drivers through their windshields never gets old.
X-Men Legends 2: Great Action RPG. Highly recommended, even if you're not really a fan of X-Men, the storyline and voice acting are great, and gameplay is quite fun.
-Gitaroo Man: Get this. You have no excuse.
-Parappa the Rapper 2: No excuse for not owning this, either. Brilliant game.