Xenogears, I'd say. It's convoluted, but at least it's self-contained and can be figured out. It's not missing any important pieces. The only problem is how the plot was more ambitious than what Square-Enix could realistically pull off at the time, so some of the storytelling in the game (I'm looking at you, disc 2) is less than ideal.
It's far better than Xenosaga. I still can't wrap my head around Xenosaga... not really because it's convoluted, but rather because it's somehow much more ridiculous.
Xenoblade's plot is comparatively simple, though the ending is quite the curve ball. I'm still not sure what I feel about the ending, but the plot as a whole gets massive points for the game world alone. And actually delivering on the potential of its world.
Nothing really holds a candle to Xenogears, plot-wise, although there are still plenty of JRPGs with great storylines. And it's not like Xenogears has the best gameplay of any PS1 RPG (Grandia for life).
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