1. Shin Megami Tensei: Persona 4
I've watched the Endurance Run like three times now. It was about halfway through the third time watching it when it occurred to me that I should play a Shin Megami Tensei game.
2. Shin Megami Tensei: Devil Survivor
This was pretty much the only game from the franchise that I had access to at the time. Definitely a good game, but it got too hard too fast. When you face five hard-boiled thugs with your crew of three scrawny highschoolers the results are not surprising.
3. Shin Megami Tensei: Strange Journey
Straight up awesome. Far more enjoyable than Devil Survivor. You can talk to demons, you can crawl in dungeons and you can also FUSE. Probably one of my favourite DS games. Granted, I'm only at the fourth dungeon but so far It's been a great ride.
4. Shin Megami Tensei: Persona 3 Portable
I bought a PSP because I wanted to play Persona 3. The PSP version was a bit disappointing because of the lack of cutscenes. You just can't get the same enjoyment of when Fuuka sticks a vibrator to her belly when there's no models playing out the scene.
However I'm hooked on the game. On my second playthrough, now using FeMC and trying to fuse myself some sick as shit Personae.
It's worth mentioning that this game probably had one of the best turning points ever from "oh what a fun story" to "oh god what have we done to deserve this?" Actually it's got several of those.
5. Shin Megami Tensei: Persona 2 - Innocent Sin
After beating Persona 3 I thought it'd be great to go further back in the franchise. Sure the battle system feels weird and slow, there's no god damn demon fusing which means getting new Personae is a hassle consisting of collecting cards and dealing with compatibility issues. But to remedy that it has a promising story and a really interesting cast which I got attached to in less than 15 hours.
Haven't completed it but I definitely want to.
6. Shin Megami Tensei: Nocturne
Had I known there were games like this on the PS2 I'd have never sold mine.
Mostly playing this one right now. I don't have much to say about it except for that I'm hooked.