Shin Megami Tensei: Nocturne has to be one of the absolute best RPGs ever made, but I've only ever met people who've heard of it on the 'Everything Else -- RPGs' board on Gamefaqs.
Shin Megami Tensei: Digital Devil Saga 1 and 2 rock also.
The series is basically dungeon crawlers with a cool dark atmosphere, and turn based battle system with far more heavy strategy than any other turn based RPGs I've ever seen. Basically, you get as many 'press turns' per round as characters alive. But if you attack the enemy's weakness or get a critical hit you get an extra press turn, and if you attack their strength or miss you lose an extra press turn. And the same rules apply to the enemies as apply to you.
Also, you know how in most games, spells that increase or decrease stats are useless because either they don't hit, or they last way too short? In SMT, those kinds of spells are permanent, and they stack, and enemies are constantly casting them on you. Status effects are also a major part of the game.
Nocturne has sort of a minimalist plot more like a PC style RPG, except with a slightly more linear sequence of places you're supposed to go to. Also, there are six different endings that you bring about by allying yourself with the various factions of the game. There is only one controllable story character, and the rest of the party is made up of demons you recruit from battles. Digital Devil Saga has a more traditional RPG plot, but it's real dark and creepy. (Basically, at the start, everyone in the world is transformed into demons who must devour each other to survive, else the hunger will drive them into an animal rage.) In it there are seven story characters and three in a battle.
Valkyrie Profile 1 and 2 are also some of the best RPGs out there, but I think they're a little more well known now.