The PS2 is the best JRPG console and there have been a lot of good recommendations. Nocturne, Suikoden, good stuff. The game you need to play, the game that will convince you that the PS2 is the best RPG console, is Breath of Fire: Dragon Quarter. It's very short and it costs $2 because nobody likes it, but it is a fantastic strategy RPG about conserving resources as you barrel headlong into the abyss. It's very difficult and at times unfair, but it understands this and is built around the idea of the player failing and retrying, and rewards you for doing it. Very experimental game that shatters series traditions and RPG expectations.
The PS2 Wizardry game is in the vein of 1-5 and very good, definitely one of the best Wizardry games. It's got great level design and it's lots of fun to explore.
Romancing SaGa: Minstrel Song is a completely open-world JRPG with a time system, where things change over the course of the game. It's got a very complicated but enjoyable battle system, but what makes the game great is how hands-off it is in the way you play it. It sets you in the world and lets you go; it very rarely tells you what to do or where to go. You are free to play and explore the game.