I find myself attracted to stat-heavy games, and I usually go for the passive skills first when I have a choice.  It's probably the joy of decrypting the system and figuring out which skills are best.  It's somewhat less enjoyable when the effects are hidden or overly complex, i.e., most Final Fantasy games.  I like it best when I can sit down, run numbers through my head, and figure out what's best in a given situation without having to consult an online guide.

I couldn't easily find overall sales figures, but that is surprising.  Although, if the games sell out so quickly (as suggested with the Nocturne reprint), you'd think they'd print still more if there was a profit to be had.

Hah, I never said the D&D magic system was efficient.  It has complexity and depth, but it has a huge learning curve and it's difficult to use on the fly.  Since you want a game that's limited to a handful of "useful" spells, you're obviously aiming in the opposite direction from me.

http://www.videogamesblogger.com/2008/05/03/top-5-game-sales-per-system-worldwide-in-week-18-2008.htm

Persona 3 and Nocturne were topping North American PS2 sales for at least one week in 2008.  Granted, that was shortly after Persona 3 FES's release, but Nocturne had been out a while.

I played some of Eternal Punishment a few years ago and grew bored with it after a few hours.  I recently managed to push myself through Persona 3...and that's probably it for the series for me.  The difficulty and repetitiveness wore me down in the latter half of Persona 3.  I finish something like 90% of the RPG's I start, so it's rather unusual when I don't finish a game.

<shrug> From what I've seen the hype for the Shin Megami Tensei series is second only to the Final Fantasy series.  Whether it's deserved or not is a matter of opinion I suppose.

I agree, games based on P&P systems often have more depth to gameplay mechanics such as magic, which makes them more interesting than the typical "hit level 5 and you learn cure II."  I always liked the spell levels and schools of D&D and Vampire the Masquerade.  The games gave magic a sense of depth and legitimacy lacking in a lot of JRPG magic, which often seems generic and overly simplistic.

It's been a while, but I remember some skills that increased weapon damage, critical hit rate, passive guard rate (for the player also), and movement speed.  There were some AI-only skills that could screw up the AI, but thankfully you could disable them.

I'd probably go with one of the Xenosaga games, Star Ocean III, or Valkyrie Profile 2.  The typical blockbusters (Final Fantasy XXX, Shin Megami Tensei, Fallout 3) actually interested me less than more homely games like Ar Tonelico and Magna Carta.  Sometimes "less is more."

Star Ocean games feature a fairly complex skill system that may fit your bill.

I don't know, one of the reasons I like JRPGs is because they aren't bound with an iron chain to the concept of "realism" that seems so highly valued in Western culture these days.  I like a gameworld to have depth and be contiguous, but I play RPGs to get away from reality, not be plopped right back in it.  I played Fallout 3 for a few hours and couldn't really get into it...pretty much as with every Bethesda game I've tried.  But that's probably more an aversion to Bethesda's brand of open-ended gameplay than anything else.  I'm more a fantasy than a sci-fi fan though.

Right, to be honest I'd only heard of Perfect Works anecdotally, and assumed it was a book series.  I'd never heard of a artbook that went in-depth into the backstory of a video game series...but that's Japan for you.  Still, it seems more correct to say that the Xenosaga series was based on Perfect Works rather than Xenogears, particularly since Xenosaga was made by a different developer and thus the mythos shifted hands.  Tracing it back, it'd probably be most accurate to say that Xenosaga was based on development ideas surrounding Xenogears (which later spawned Perfect Works) rather than Xenogears itself.  But that's just a rather awkward way to put it.

But really...are such semantics important?  I was just trying to recommend a few games while providing:
1) an overall rationale for doing so, and
2) a brief description of why that particular game might interest the OP.

I wasn't really trying to craft an airtight argument lol.  I apologize to the Xenogears fans whose mythos I may have inadvertently blasphemied.

Yes, I was referring to Perfect Works.

Wikipedia: "It has been suggested it best to refer to Xenosaga as a reimaging of the early chapters of Perfect Works. "
http://en.wikipedia.org/wiki/Xenosaga

Games based on books (or conversely, that spawn books) tend to have the developed settings you seem to be looking for.

The Baldur's Gate series (PC) is based on the very well developed Forgotten Realms lore, and is generally heralded for its immersive storyline.

The Xenosaga series (PS2) is based on a book and also has a well developed setting.  Some people are put off by the lengthy cutscenes and (debatably) dull gameplay, but it doesn't sound like you would.

The Ar Tonelico series (PS2) consists of RPGs with dating sim/visual novel influences.  A lot of Americans don't seem to appreciate its peculiarly Japanese brand of humor.  I'm sure many of these same Americans have no qualms with late night comedy, which is far cruder...but that's a whole different topic.

The Star Ocean series (PS1, PS2, Xbox360) is generally better known for its addictive battle and level progression systems, but the premise is a somewhat unique departure from typical fantasy settings, with protagonists from a space-faring civilization (crash) landing on planets with more primitive civilizations.  Most fans don't play for the story, but the story is generally pretty good in my opinion, and there's an extensive in-game encylopedia in Star Ocean III (probably IV as well) that details the setting.  Also, fans of Tales games tend to like Star Ocean games (probably the similar battle systems).

Fate/Stay Night (PC) is a Japanese visual novel that's incredibly popular in Japan.  Some fans recently developed a free and very professional English patch for it.  It's not an RPG, but the story is extremely immersive and the fantasy setting is very well fleshed out.  The original game for PC has adult scenes (read: hentai), but I believe the English patch allows these scenes to be removed.  A PS2 port of it had the adult scenes removed as well (but no English patch for that).  The game also spawned an anime series (which is decent, but doesn't have anywhere near the depth of the game).  Fate/Stay Night and its prequel launched Type Moon (the game developer) into fame in Japan.