Metal Gear Solid: The blend of Yoji Shinkawa's art style and Kojima's cinematic vision and story are some of the ingredients that make the Metal Gear Solid series a true esthetic pleasure. Just consider the elaborate menu screen! Sleek, stealthy and even user friendly...
Jak and Daxter: Vivid, humoristic and innocent, yet serious and grim. The PS2 really shines in these games.
Grim Fandango: Aztec culture wrapped in film noir? Nice. A must for any visual aficionado.
Rollercoaster Tycoon: Kudos to Chris Sawyer for this one. The quintessential theme park experience.
Many more games deserve to be mentioned, but these were the ones that first came to mind.