I'll try my best to provide a comprehensive list. Will probably update it every once in a while.
Preferred Canons to Roleplay: In alphabetical order
Castlevania (2D games)
Cave Story
Chrono Trigger
Dragon Quest (I-VI, plus XI)
Final Fantasy (I-VI)
Fire Emblem (Archanea, Valentia or Jugdral settings)
Legend of Zelda (up to the N64 era)
Live-a-Live
Mana (Final Fantasy Adventure/Adventures of Mana/Sword of Mana, Secret of Mana, Trials of Mana, Legend of Mana)
Mega Man (game canon; any sub-series except Legends and Star Force, as I'm less familiar with those.)
Megami Tensei (Famicom duology, Shin Megami Tensei I, II, if and IV)
Nine Hours, Nine Persons, Nine Doors
Pokémon (game canon; not counting spin-offs)
Puyo Puyo/Madou Monogatari
Star Ocean (first game)
Tales of Phantasia
Touhou Project
Character Notes:
OCs and gender-swapped versions of canon characters are allowed. Some settings might facilitate this.
Both me and my partner(s) can play characters from any gender, though my attention tends to gravitate more towards the female cast.
In regards to Pokémon, I'm limiting myself to the human characters.