A few of mine are:
Shining Force CD - the awesome museum battle.
Shining Force II - the chess battle is pretty engaging if you defeat all of the army before eliminating the king.
Warsong - the first battle is a lotta fun if you stick around and defend the castle rather than slinking off like a craven coward (which is what the game wants you to do). Also the battle where you have to save Baynard while he is trapped in his castle.
Vandal Hearts - the battle where you have to avoid killing the possessed villagers - really a puzzle rather than a battle. I also liked the Khanos City battle and the courtyard battle when you escape from the prison.
Brigandine - I always enjoy defending at Lidney - with even ragtag forces you can hold off fairly powerful enemies (usually the Esgares Empire) by using water based guerrilla tactics.
