cool consoles with lots of very interesting titles, but it gets expensive if you go legit.
magus, going legit?

Tengai Makyou: The Apocalypse IV is amazing if you don't mind playing with a walkthrough, it's a really goofy parody RPG that takes place in a fucked up version of America at the turn of the 20th century. Also you'd probably like Tryrush Deppy, a sidescrolling game with vivid 2D graphics starring an anthropomorphic taxi cab. Probably the only game that has a level based on my college hometown of Buffalo NY to my knowledge.
The Japanese Saturn is a treasure trove of decent, super-obscure RPGs. Linkle Liver Story, from the makers of Crusader of Centy (GAU/Nextech) is a cool action RPG with a furry theme and great music. Blue Seed is some weird card-based RPG with 90's anime visuals, that I can't really figure out. There's the Samurai Showdown RPG (also on PS1 and Neo Geo CD), the Langrisser games (amazing SRPG series), Vanillaware's breakout title Princess Crown, Terra Phantastica a SRPG. I buy a ton of import RPGs for the system since they are so cheap, even if I can only follow half of what's going on.
Domestically, the system has these RPGs:
Mystaria - dated-feeling SRPG from Micro Cabin, one of the earliest RPGs for the system
Legend of Oasis - sequel to Beyond Oasis, plays a bit better than that one I think
Dark Savior - pseudo-sequel to Landstalker, mostly an isometric puzzle-platformer with a really strange one-on-one duel fighting system
Albert Odyssey - haven't played, heard that the encounter rate kills it
Dragon Force - interesting strategy game that a lot of people love, but I haven't put enough time into yet, really showed off the Saturn's sprite pushing abilities
Magic Knight Rayearth - charming action RPG based off the anime, attractive graphics but a bit on the easy side
Panzer Dragoon Saga - best RPG on the system bar none
Shining the Holy Ark - first-person dungeon crawl by Camelot, I own but haven't played yet
Shining Wisdom - horrible Zelda-esque game with bad control (you have to constantly be hitting the B button to run, otherwise you move like a snail) and poor hit detection.