Just a heads up, when I say "Traditional RPG", I'm referring to the time based strategy battle system and usually linear gameplay. When I say something like "RPG elements", I'm saying that the game either has a different style battle system, is linear, has platforming, and such like that. However, all of the games here have fairly deep plots, good characters and character development, etc, which I'd be referring to as RPG elements (since that's what you'd find typically in an rpg).
And I like the Final Fantasy games, which you can probably tell after reading this.
PSP - Crisis Core Final Fantasy VII, Final Fantasy 1, Final Fantasy 2, Final Fantasy Tactics War of the Lions, Dissidia Final Fantasy, and when it comes out, Kingdom Hearts Birth By Sleep. And it's not exactly an RPG, but the Prince of Persia games out for it are good, and have some RPG elements.
PS2 - Final Fantasy X, Final Fantasy X-2, Final Fantasy XII, Kingdom Hearts, Kingdom Hearts 2, Kingdom Hearts Re-Chain of Memories, Grandia 3, and Radiata Stories are good for your traditional RPG. Some games I like that have RPG elements are Shadow of the Colossus, the Legend of Spyro trilory, the Prince of Persia trilogy, Okami, and the Tomb Raider games. Also, since PS2's can play PS1 games, I'd recommend Final Fantasy 7, Final Fantasy 8, and Final Fantasy 9.
360 - Oblivion, Infinite Undiscovery, and Eternal Sonada. And games with RPG elements are Tomb Raider Underworld and Prince of Persia.
Wii - The Final Fantasy Fables games, Fire Emblem, and Legend of Zelda games are pretty good, while not your traditional RPG.
PC - Not many I know of here, and none that are exclusive, but Oblivion, Prince of Persia, and Tomb Raider Underworld are good. But if I were going to get those games, I'd get them for console.