Complexity is one thing, but Xenogears and Saga just suffer far too much from story padding for it's actual Plot to be believable. Religious overtones are cool but only when done right. Just don't feel that they were in that series. And in full disclosure......Xenosaga's story was much better than gears.
Chrono Trigger/Cross are also quite superb mainly because it is one of the few stories that does Time Travel justice. Its not just a means of doing/then undoing past mistakes (cough*ffxiii-2*cough).
Does Demon's Souls count as a JRPG these days? because the Story mythos in that game is also super good in my eyes. Just like how Pyreflies is woven into the gameplay and plot of FFX, Demon's Souls weaves souls into every aspect flawlessly.
PSN:Forevercloud (looking for Soul Sacrifice Partners!!!)