The Valkyria Chronicles books. Lots of illustrations and text about the illustrations. Very nice. Lovely layout, great use of colors and tones, gorgeous spanning cover illustrations. Despite us not getting VC3 here (I'm sad now...), I still hope UDON brings over the 3rd artbook.
MH Artbook is quite good too, but it's missing a good number of armor/monster designs. Layout and quality are outstanding though, and there's a great deal of notes and text that really elaborate on the design philosophies of not just the stuff in the games, but the series itself. Also has a black/white section in the back filled with sketches.
Tactics Ogre artbook... I'm torn on this one, really. Beautiful book, no doubt! But I was disappointed by some omissions. For the Divine Knight class all we got was medium sized linearts. I guess in a way it feels incomplete, like something's missing. However, I loved the special Cressida illustration in the back so it's all good.
The Disgaea 1 and 2 artbooks Broccoli localized are quite good too, but they are rare now as Broccoli folded. Nice collection of images, and plenty of text and notes. UDON's releasing Disgaeart!!! here, which should have all of the larger images, but these books had all the concept sketches, backgrounds, weapons, etc.
On that note, got Disgaeart!!! preordered. UDON made our edition larger. Can't wait to get it.