I forgot Skies of Arcadia!
Then there are import series I have never managed to play due to not coming over here, like Sakura Taisen.
Cajole: I wish I had BOTH.
Gun Valkyrie is a pretty damn non conventional action game. It...it takes time to get used to, but once you get into it, it's a BLAST. Still though, I think they should have gone with conventional controls instead, it would have been so much more awesome. In GV you often find yourself fighting the controls rather than trying to stop mother fuckers from killing you.
The game really reminds me of Metroid and is an example as to how a 3rd person Metroid would look like.