Of all the JRPGs I´ve ever played, Xenogears has the best story.It´s very convoluted, and I had to look for explanation on the net, in order to try and understand it.
It´s quite complex and deep, plus it´s one of the best games I played on the PS1, a reminder of how good Square was in the 90s.
Xenogears without a doubt. By a long shot.
And Final Fantasy IV is just classic Shakespeare, love it. It's the game I judge all other RPGs by to this day.