Games in the series so far:
Disgaea: Hour of Darkness (PS2/PSP/DS)
Disgaea 2: Cursed Memories (PS2/PSP)
Disgaea 3: Absence of Justice (PS3)
Prinny: Can I Really Be the Hero? (PSP)
Disgaea 1:
http://www.youtube.com/watch?v=DTaEf9OMeZYDisgaea 2:
http://www.youtube.com/watch?v=Pllzlps4ZvkDisgaea 3:
http://www.youtube.com/watch?v=SV5sRVnGoJ4Prinny:
http://www.youtube.com/watch?v=cSz1zxA6d5QThe Disgaea games are like Final Fantasy Tactics/Fire Emblem, but there are plenty of differences. The level cap is 9999 (not a typo), stats can reach into the billions, you can level up items, you can create your army, any character can learn ALMOST everything (monsters can't use weapon skills, and humanoids can't use monster skills), and New Game+.
But don't worry, getting a character to LV9999 takes less time than leveling up to LV99 in say, Final Fantasy, or making the perfect team in Pokemon. This is because there are tons of tricks to make leveling really easy and quicker. Second, hardly any grinding is needed for the main game, however, the post-game dungeons will require your level and stats to be stupidly high.
As for the Prinny game, it's a platformer, but it's like the old-school platformers in the fact that it's really really crazy hard.
The games do not take themselves seriously. There are some dramatic moments, but there's hardly a time where something goofy isn't going on.
Worthy of a play.