I agree, Final Fantasy X has a special place for me because of the same reason-- it was my first. You never forget your first, ya know.
Disgaea's opening was pretty amazing, too. I love Etna. (The best part doesn't start until about :45 in, but I'm pretty sure most people here have played it, so it's redundant anyways!)
http://www.youtube.com/watch?v=82OEhCFqtbAPsychonauts has a ton of amazing quotes too!
These are two of my favorites:
(4:08-5:27)
http://www.youtube.com/watch?v=i9mVJikuK9Q&feature=PlayList&p=6599E49C2DC6042F&index=47Later: The squirrels? They-They lied. Then they left...
Shadow of Destiny may not be the greatest game, but the variety of ways your character dies is pretty epic. I couldn't find any videos of it, but one involves a Chinese vase. The thing just falls on your head and you keel over.
The main character is also a thick-headed idiot... as witnessed by the scene below.
http://www.youtube.com/watch?v=gKD0c5WmG2c&feature=related"You mean you don't like this pentagram symbol-thing?"