There are lots of good rpg out there but some of them stand out more than others.
Planescape: Torment
The way the story is told and the way you develop yor character and interact with people in this game is truly amazing. I couldn't sleep after i finished it. This game will move you, but it might be a hard nut to crack, due to the huge amount of text. Well writen and intelligent text i might add.
Baldur's Gate. Shadows of Amn
This is a huge game, and i think it's one of thouse games that pulled it off best. Combat i complex and fun, and you have lots of freedom, without loosing track of the main plot.
Fallout
Freedom! A very nice setting, lots of fun dialog. It's nice to have a mature game, with a matur content. Pluss for being non-standard-tolkien-fantasy, even thou the mutants are the wastelands orcs:)
I might add that arcanum has a very well done settign, but it's buggy and some find it to flawed, but I like it very much.