Actually, Grim Fandango runs fine on my XP box. I dunno what you're doing wrong...
For my favorite games, I'd say Phantasy Star 4 (Genesis) as my fave RPG - it just blows FFVII away in story, and in the coolest villain EVER....
For action, it's a toss-up between Gunstar Heroes, Vectorman, and the Armored Core series. All are just great stuff.
For artillery-shooter, Gunbound. It's free, it's awesome. Go get it now if ya haven't.
For racer, NFSU. Not 2, 1. It just rocks...
And finally, for arcade/oddball game, Dance Dance Revolution (either Extreme2 or 3rd mix). I loves the DDR. I loves it good.
~U
...is sick, tired, and high on coughdrops.