Nocturne is a lot of fun. DDS 1 and 2 are my favorite MegaTens to date, however. Juts be warned they're really different from Persona :P
What made you like DDS so much? I've been playing them recently and the huge amount of random battles are killing me. If you can give me any motivation to push forward then I'd love to hear it!
Not to quote everybody else, but like Mesh, I really enjoyed the story and characters the most. I loved the (and Nocturne's) battle system, so the frequency of the battles wasn't *too* much of an issue. If you don't, then you won't enjoy the rest of the games. :P
I also loved the skill scheme, which is done even better in 2, where it's got more of a 'sphere grid' feel (FFX).
I also agree with Mesh about the dungeons, too. I thought they were better layout and design wise, and more fun in DDS1. PLus I prefer puzzle type dungeons anyway, call me masochistic if you want.
My favorite dungeons though, will always be Nocturne.