Wow, you just want all of them on one list eh?
With about 500.000 iPhone apps in the store I think there must be hundreds if not thousands of great games there, so I doubt any such "complete" list exists. However, if you come across it anyway, let me know!
Let me start you off with at least this one list: http://videogamegeek.com/iphone
Meanwhile, here's what I do.
1. Go into the iTunes store in iTunes and type the genre you're looking for into the search field of the store. For instance, when you type "rpg" you'll find a large number of games (though not all of them I guess) for both iPhone and iPad. (Btw: The ones that have a "+" next to the price, are suitable for both iPhone and iPad so you'd only have to buy it once. This goes for all apps in the iTunes store, not just games)
2. Try a few games and when you like some particular ones, go back to the iTunes store and type the name of the creators into the search field. In my case for instance "gameloft" or "EA" or "big fish". This will generate even more games, this time by the creator you already love some games from.
3. Download free apps by game creators: these kinds of apps allow you to browse all games plus keep you in the loop when new games are available. This is especially handy on the go, when you don't have your computer with you and just want a "quick browse". Not every creator has one, but some do. For example, I use the Bigfish app to find new hidden object games.
4. Download an app that keeps track of price drops (always handy anyway) and create a personal filter for it to focus on games. This way you'll not only get alerted when games get cheaper, you'll also find some games you'd otherwise never have stumbled onto. A nice app for this on iPhone is AppBzr. Another one I use is AppShopper, which is also suitable for iPad.
5. Follow gamereview sites. There's many great ones out there, like toucharcade.com which specialises in iOS games, and there's more general ones like gamespot.com or appadvice.com which have section for iOS games. And many more sites like this of course. This way you'll always know the latest releases.
6. I'm not that much into RPG so I haven't bought this one myself, but I hear Infinity Blade gets LOTS of good reviews and has been ranking very high on almost every list since they released it, I think it was 2011. There's a part 2 also, but with your iPhone 4 I'm not sure it has enough graphic memory. You should be able to do part 1 though, so if I were you I'd definitely check that one out. Or maybe wait for a price drop through AppBzr first
Well, hope you'll find what you're looking for!
Keep us posted - I'm sure I'll find out about some cool games from you, once you've started your Quest for the Coolest iPhone Games!