Hmm...SSX is nowhere to be found...tis a shame.
Anyway, I'd find it very easy to argue that Persona 2 is the best RPG on PSX. At the very least, it is among the best. Great story, characters, art, and a battle system that (if not great) is fast paced.
Revelations: Persona(the first in the series) is definately not as good, but I wouldn't say it is bad. It has problems, and shows its age, but isn't unplayable. I'd recommend playing it because there are some things that carry over to Persona 2(Which is actually the third game in the series, the second (Persona 2: Innocent Sin) never made it here) and because, as mentioned, the story is damned good.
SMT3 and DDS aren't related much. The "side-stories" to SMT don't really have much in common with the main story aside from similar enemies and themes.