If I do play on a computer it would be an adventure game, and the last one was Still Life. I do have a bunch of other adv titles installed but that's cause I was extracting pre-rendered backgrounds from them (AlternativA, The Longest Journey, Midnight Nowhere, Next Life, Black Mirror 3, Syberia etc)
On my PSP I just picked up Parasite Eve 1 & 2 from PSN store and had been playing them for the first time ever. Its a shame I never got a chance to play them as a kid, sure would be impressed much more than now, but still... very beautiful and cinematic experiences from PS1 era.