Armored Core: You pilot a giant robot and take missions to blow stuff up. That's usually the gist, but customization is extremely deep and there's tons of ways to customize your setup. There's also two other titles which are more like expansions instead of sequels, where you can import your save file. Also this was the other title made by From Software that people remember, but if you're looking for what people bill as Dark Souls' precursor grab King's Field.
Herc's Adventures: An unrelated spiritual sequel to Zombies Ate My Neighbors. No horror here, but plenty of humor. This time there are three different people you can play as with strengths and weaknesses.
Incredible Qube: You're on a giant grid, and a bunch of cubes lumber towards you that you must remove before they run you over. This is a puzzle game that looks like nothing at first, but gets extremely challenging later on. The graphics are excusable, this was made on a Net Yaroze. The console has a few other interesting puzzle concepts that take full advantage of the 3D like Roll Away or Devil Dice.
Deception series: You are defenseless yourself, but you kill intruders by setting up deathtraps in your house. Each game of the three is different, for example the first one is the only one to have a first person perspective. Also, the ending tends to change depending on who you let survive. Tons of replay value for that reason.
Colony Wars series: A space sim. Plenty of missions and multiple endings in each of these. There's also Star Trek Invasion which was built on this engine.
Syphon Filter series: I guess you could call this Metal Gear Solid lite. The similarities are pretty apparent, but they're actually much more action driven in spite of being billed as stealth games. Also the plot is more spy movie like instead, so that may be more of your thing. The PSP games after these are considered some of the best on that system, by the way.
Pro Pinball series: Even from GOG the PC versions can have some hiccups in running and also The Web isn't even available there, so these versions can still be relevant. Best pinball on the console pretty much.
Mort the Chicken: Plays kinda like Sonic 3D Blast but with no speed segments, a much harder focus on collecting the birds, all in 3D, and five billion chicken jokes. It's not the best game but I like it, and very few others seem to give it a fair shake.