I am not a heavy JRPG player (I see you ask for RPGs in general), but damn, Valkyria Chronicles was amazing. It was pretty easy though, and I felt that the game was stripped of all tactical combat because of this. The battle system was good, but it was very flawed, making it incredibly easy. However, the art style and story was pretty epic. Also this game is very special for me, since I was in a part of my life which I really miss. Nothing exciting happened, at all! I was pretty much just lying in bed waiting for my exchange program in Tokyo, but I have many memories surrounding this trip and it's preparations when I think of Valkyria Chronicles.
Oh, and it made me cry a couple of times, but I guess I'm kind of soft. I mean, I cry when I listen to the music composed by Joe Hisaishi ^^
My other favourite so far would have to be a new one, that I just got and haven't played too much because my finals are coming up. But I found Resonance of Fate to be highly interesting in story (ambiance, characters), design (environments, graphics in general) and battle system (complicated, but very rewarding).
So I guess all I can say is: GO SEGA!!!!!