Persona 3 on the PSP. I loved it, and it's one of the only games where I was able to play 100+ hours in a row (without playing another game). Though sometimes, the in-game tests were a bit complicated (but the reward is worth it).
When I have beaten the game, I was between level 65-70, and I had an overpowered Black Frost (All stats at 99 + packed all kind of skills). But, that final boss still took me an hour or two (I won't reveal anything, that's a promise).
That's why I think I'll use Persona 3 characters when I'll play Persona Q.