Only gonna list Role-playing/Adventure games here (otherwise the list could get ridiculous), and I'll probably miss quite a few.
-Final Fantasy X, X-2 (Don't look at me like that, I got X and X-2 simultaneously when I bought a guy's game collection) and XII. Never bought or started XIII, I know better now. All three games now live in my binder of shame.
-Final Fantasy II (not IV/2-US, but II). Seriously, fuck that leveling system. Definition of grinding right there.
-Kingdom Hearts. Never started 2 (though I own it... same collection purchase as FFX, X-2 and XII). They live in my binder of shame as well.
-Xenosaga 2. Binder of shame.
-Ultima 3, 4, 6 and 7. I eventually to want to go back and at least finish 4...
-(Cardinal sin 1) Morrowind and Oblivion. I dislike the gameplay, setting and stat system in TES.
-(Cardinal sin 2) Baldur's Gate 2. Pissed me off that they gave you a stock set of good-aligned companions at the start instead of tracking who lived and died in the first game. I beat it as an evil character, Minsc and Imoen were dead.
I'll go back one day. Probably when a remake comes out.
-Breath of Fire 2. I keep meaning to go back to it. This just reminded me again.
-Drakkhen. SNES game. Didn't like the interface.
-Lagoon. Interesting SNES title with really bad combat. Didn't matter what sword you got, the damn thing was always the size of a dagger, and combat was real-time. Most of your time is spent attempting to line up a shot and (in my case) missing. Maybe I just suck, though.
-Tactics Ogre: Let Us Cling Together. That game whooped my ass when I was a teenager (I hit a battle I was completely unprepared for some 10 hours in with no save to take me back before I got railroaded into it, and I was unwilling to start over), and I never went back to it. I may just want to dig it up again someday.
-Tales of Phantasia. I really should give it another try. This was one I quit because I was working full time and going to school full time.
-Ys 3: Wanderers from Ys. Very much a Nintendo Hard title. Another that whooped my ass as a teenager.
-Phantasy Star 1, 2 and 3... I played and beat 4 before I acquired the first three, and they were underwhelming in comparison. I still intend to beat them all someday, though.
-Resonance of Fate. I still pick it up and play it once in awhile, but I've gone on hiatus from it three times now. I'll finish it one day...
-Septerra Core. Not sure where that disc got to. I kinda wanted to finish that one, but it was another I was playing when I gave my life up to simultaneous work and college.
-Final Fantasy Tactics Advance. I was expecting something like the PS1 title. I was disappointed.
-Castlevania: Dawn of Sorrow for the DS. Embarrassing, really... I got stuck and never bothered looking up what the hell I was supposed to do next... and I love Metroidvania games. Maybe I'll go back to it eventually.
-Disgaea: Afternoon of Darkness. My first attempt at a Disgaea game, and holy shit was I unprepared for the grind. I gave up some 50 hours into item world battles. I have a fair amount of free time, but that thing's a bigger time sink than an MMO (at least, the way I play MMOs). Also, the battle system could use a little more verisimilitude. Firing from high ground=further arrow flight. Final Fantasy Tactics and Tactics Ogre know this, why does Disgaea not?
I'm sure there are more, but that's what I could think of in the time I was willing to spend on this.