OK...let's see, in no particular order...
* Shin Megami Tensei: Persona 4: pretty much nothing I can think of to make this game better. I felt the character development was great, battle mechanics challenging and fun and the whole SIM aspect added a whole new dimension. Yes, I'm a Persona fanboy.
* Shin Megami Tensei: Persona 3 FES: see above, although I felt the battle system was a tad better in 4 and storyline a tad better in 3.
* Tales of the Abyss: something about this game "spoke" to me. I became totally immersed in the characters and while I know many found the story to be very cliche I loved every minute of it. I feel the interactions between the "good guys" and "bad guys" was so blurred and often so convoluted and complex it simply made for a wonderful story.
* Xenosaga Episode I: Der Willie zur Macht: this isn't a game...it's an interactive movie and I was totally immersed from start to finish. Religion, Sci-Fi and a touch of fantasy, are you kidding? WOW, just doesn't get much better than that combination.
* Rogue Galaxy: another that many will find cliched and done to death. But once again I found the story to be very well told. The graphics were vibrant and colorful. I found the battle system to be complex and fun and the sheer amount of things to do mind boggling, heck you could almost make a game out of the factory itself!
* Shin Megami Tensei: Nocturne: hours upon hours upon hours to finish the complex (and yet somewhat simple once it unfolded) story and attempt to get 100% of the demon compendium. This game introduced me to Shin Megami and I never looked back, my first love still has a place in my heart, lol.
* Valkyria Chronicles: a RPG that turns into a SRPG that turns into a shooter game all the while telling a great story, incredible! I loved ever minute of this game and while elated when I finished I was also very sad that I was no longer a part of that world. Now that's a great game!
* Final Fantasy X: great game play, awesome (for the most part) graphics and enough side quests to keep you occupied for hours and hours, and not a bad story at all once it unfolded, especially the ending...WOW!
* Shin Megami Tensei: Digital Devil Saga: wow, what a great story, awesome game play and I loved the visuals, certainly a great usage of a minimalistic amount of colors. And don't forget awesome, awesome character development!
* Fallout 3: not sure it's a true RPG but then again I'm not sure what I'd label it, other than absolutely incredible in pretty much every aspect!
* Honorable Mention: Eternal Sonata, Radiata Stories, Jeanne D'Arc, Final Fantasy XII, and probably a few I forgot...