Well Valkyria Chronicles has a really nice story, good voice acting, some really neat characters and wonderful art style. It's also a gameplay style I really liked to go with the story.
I think Ratchet and Clank Future: A Crack in Time has the best story of any of the R&C games. Though it's not so compelling that you are itching to see where the story goes next.
Best story EVER in video games (IMO) is the Legacy of Kain series. Unfortunately all the games are PS1 and PS2, so unless you have a b/c PS3, or a PS2 you won't be able to play through the whole series.
You really can't go past the Uncharted games. They are action movies you play. All around very good production values.
I actually liked the story mode of Age of Mythologies, though I wouldn't say it was particularly story driven as such.
“The fundamental cause of the trouble is that in the modern world the stupid are cocksure while the intelligent are full of doubt.” - Bertrand Russell
"When the power of love overcomes the love of power, the world will know peace."