My votes!
Planescape: Torment, my favorite RPG ever anywhere bar none plain and simple. I -adore- this game. Love it love it love it. It's just amazing, start to glorious finish.
Final Fantasy: Tactics is one of the most engrossing games I've ever played, just by managing abilities and party positioning and doing Propositions and advancing in all the jobs and... I have played this for 60 hours and I'm still in Chapter 2.
World of Warcraft -- I play this for a number of reasons, not the least of which is to just absorb the story. Chasing down the history of Darrowshire, why Duskwood is the way it is, the truth behind Fandral Staghelm's motivations, the New Plague... screw the stupid raid stuff, that's all I want to see, all the history.
Medieval: Total War and Rome: Total War. Turn-based kingdom management, real-time battles. I think I like Medieval more than Rome, all things considered.