My own PS2 library is pretty light. (I bought used so I could buy used games for it, being the scavenger that I am).
I currently have:
The Atari Anthology (a gift - it's retro games from my early childhood that modern gamers probably aren't much intrested in. The kind of thing compiled for retro-gamers).
Okami (which I haven't played much of, must rectify that)
Wild Arms 3 (Got it on recommendation since I'm a huge fan of things like Trigun, Cowboy Bebop and Firefly... it hits all my "I love this setting!" buttons being a Wild West / Science Fiction / Fantasy tale, and it does have an excellent story and character...but it reminded me just why I tend to avoid turn-based RPGs/JRPGs... If you like the genre, you'll probably like it, and if you're like me, you'll play for the setting. I got to a puzzle I couldn't quite do and still haven't finished it).
We *Heart* Katamari (First game I got with the system, because I'd played it at a friends and fell in love with it. The Katamari games are GOOFY. They exist to be surreal. Hand's down, the funniest game I've ever played. If you like Japanese culture, goofy humor, quirkiness, color and randomness, you'll love it to pieces).
Shadow of the Colosuss (You already have this one. It is seriously my favorite game ever. The meloncholy themes, the awe-inspiring bosses, the vast, lonely landscape, the moral gray, and just the minimalist aesthetic just make me adore it. *I've written fanfiction for this game* ).
ICO (sister game to Shadow of the Colossus - the game that was made before SotC. If you like SotC's scenery-porn and minimialst asthetic, you'll like it. It's basically a large-writ puzzle-solver / survival game. Ico needs to get him and Yorda out of the castle or he'll become an entraped, tortured spirit. Cool, no)?
And that's what I have for that system so far. I've had the Silent Hill games and Metal Gear games recced to me, but haven't gotten any of those yet. I feel like avoiding any of the Final Fantasy titles because... of what I said in my thoughts of WA3. I prefer third-person action adventure games over turn-based.