The first hentai game i remember playing was a game called "Season of the Sakura"(or possibly just Season of Sakura). Anyway, i quickly fell in love with this game. It wasn't your typical hentai game, as in the case with this game, you basically have a year to try and win the heart of the girl you choose. I'm not sure why i loved this game so much, but i think it was because there was a sort of endering quality to it.
It's an older game, and it shows, but if you get the chance, grab it. Whats interesting is the main females are designed after famous anime girls, ie, Neon genisis, Ray earth, etc, though at the time i hadn't seen those series. The people who made this also made Nocturnal illusions (also a favourite), runaway city, and three sisters story(Another fave). I can't remember the site, i think pink-something, you can actually buy these games in a bundle set. They're old but i loved the story and art.
The last hentai game i bought, was a game called "Braveheart" which is an RPG hentqi game that was actually pretty good in many ways. The art was amazing, and the gaming wasn't bad at all, with spells and different girls you could choose to join your party. You can probably find it on E-bay for a good price. My only coimplaint was two things. One, unfortionatly you can only choose to be intimate with ne lady, so it somewhat limits the hentai scenes your get in one game before you have to play it all over again with another girl. And two, the story wasn't that great. There was potential, but it falls short. Fortionatly, the game opens the doorway to more hentai RPG's, hopefully ones with better content.