Hmmm, I haven't looked at PS2 stuff for a while. Purely off the top of my head...
That Katamari game, can't remember exactly what it's called..
Space Channel 5 pt2
Shadowhearts, definitely the first one and maybe covenant and new world as well in future
The .hack series (1-4) are a decent bet
Raiden 3 (as well as a host of other 505 games - Magnacarta, Michigan, Wild Arms 5, Fire Pro Wrestling etc.)
Crime Life Gang Wars
Zone of the Enders 2nd Runner
The Shaman King
One Piece Grand Adventure
Some of the old SNK classics as well. Still looking for a Sengoku Collection myself...
La Pucelle Tactics, in fact, all of the Koei strategy including PTO, Phantom Brave, Disgaea etc.
The Atlelier Iris series
Dark Chronicle and Dark Cloud
Mana Khemia ltd edition
Persona 3 and 4
Silent Hill Collection
Silent Hill Shattered Memories - maybe Origins as well.
Metal Gear Solids Substance abd Subsistence
Haunting Ground could be pricey
Gradius 3&4 and Gradius 5
ICO and Shadow of Colossus (ltd edition with postcards of course!)
Frequency (and the second one featuring David Bowie, can't remember what it's called - yellow cover)
Unsure of whether the Square Enix titles will go up, but I'd take a punt on Odin Sphere, possibly Valkyrie Profile Silmeria as well.
I may be wrong on the above. Last time I looked, some had started fetching fairly decent premiums. Also, some are predictions, I may be wrong.