For PS2: Star Wars Battlefront II, Metal Gear Solid 3, Final Fantasy XI, Sly 2, Sly 3, Persona 3 FES, Spider-Man 2, Sonic Mega Collection Plus, Devil May Cry 3, Capcom VS SNK 2
For Xbox... I didn't own one. Instead I played Star Wars Battlefront at my uncle's house, he had one. And SpongeBob SquarePants Lights Camera Pants (underrated party game, also on Gamecube and PS2).
For Gamecube: Metroid Prime, The Legend of Zelda: The Wind Waker, The Legend of Zelda: Twilight Princess, Sonic Adventure 2 Battle, Sonic Riders, Mario Party 6, Pokémon Colosseum... I don't own many Gamecube games.