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Tier 1 would be as follows (in descending order of quality):

Xenogears
Radical Dreamers: Nusumenai Hōseki
Xenosaga Episode I: Der Wille zur Macht
Xenosaga Episode III: Also sprach Zarathustra
Chrono Cross
Xenosaga Episode II: Jenseits von Gut und Böse
Chrono Trigger

Tier 2 would be populated by the likes of Metal Gear Solid 2: Sons of Liberty, Metal Gear Solid 3: Snake Eater, Metal Gear Solid 4: Guns of the Patriots, Final Fantasy VII, Final Fantasy IX, Final Fantasy Tactics, Vagrant Story etc...

In Tier 3 the likes of Lost, Neon Genesis Evangelion, Ghost in the Shell, Akira, RahXephon, The Vision of Escaflowne, Elfen Lied, Serial Experiments Lain, Paranoia Agent, Code Geass, Last Exile, Memento, The Prestige, Mulholland Dr., the Dune series of books, Metal Gear Solid, Final Fantasy VI etc.

Tier 4: A lot of lesser but still worthy stories, a quick example being Sands of Destruction.

Tier 5: Some even lesser stories, a quick example being Jade Cocoon: Story of the Tamamayu.

Then it tier 6 we have the likes of Planescape: Torment, Bioshock, Deus Ex, Beyond Good and Evil etc..