It has been mentioned before but the skinner quest in BG2 is a favourite of mine. Sure, the first part, the part where you are the detective, could have been more difficult and complicated but other than that it's perfect. It has several stages and when the skinner flees you're not sure if the quest is over or not. As it turns out it continues in a whole other area where it gets its finale. And even after that there's a follow up as one of the rewards leads to another quest to get hold of a certain armor. I just love it.
I also like the scary hotel quest in Vampire: Bloodlines, however I think such a quest works better in first person view rather than the isometric view we will have in P:E.
I also like quests where you get control over one or several of the other companions rather than the protagonist. Like fort Drakon but also in Kotor and Kotor II. Not to have such quests all the time but a couple over the course of a complete game is nice for flavour.