You guys have good taste. What you need is:
Silent Hill 2: Best horror game ever made pretty much, trust me, you will love it!
Silent Hill 3: Pretty close to ^ in terms of how good it is. A real torture. Some people wonder how games can be scary, I say they never played this game. Is is almost too much.
Metal Gear Solid 2; Sons of Liberty: I beat this game over 25 times and there are still new things to discover. I recommend Substance version which is a heavily upgraded with soooo much content; sneaking missions, playing Plant part with Snake, oh my God, so much to do. Very addictive, you will sit there for hours in mission mode. So much fun!
Metal Gear Solid 3; Snake Eater: Holy something!!! Sneaking in jungle enviroments, the game feels so free. The bosses are insane, graphics are top notch, sound/music wonderful! You will be sitting on needles sneaking through jungle, changing camos and tons of other stuff. A must!
Devil May Cry 1&3: Avoid the second one like rape! First one is so heavy it must have been made by Slayer, just non stop action with some puzzles here and there, almost zero dialog. Third one is more refined with different styles, upgrades, etc. Difficult games, nothing for whimps.
Resident Evil 4: Trust the hype, it is that good! Close shoulder view is so fresh, even fresher back then, adds a whole new dimension to this beast. I will not list everything that is great here, just buy the game and get ready to slay Spanish farmers. Also this game is very long, but gets better and better. The replay value is great too, cant go wrong with this one.
As you can see I love Konami and Capcom, Playstation 2 era was undoubtly their very prime! How do I know that? Because all these games are now available in HD to 360 and PS3.