Planescape Torment
The Longest Journey, And Dreamfall.
Parasite Eve
Persona 3
Baulder's Gate II
Neverwinter Nights 2: Mask of the Betrayer (Might be this gen)
Final Fantasy and Deus Ex are my favorite RPG's, but I don't think their stories are necessarily the best, it's hard to describe but I find their aesthetics, and worlds extremely charming. But their stories often have things about them that bug me, but ultimately don't stop me from enjoying (or in fact loving them more than games with better stories) because I find some of their worlds end up being more "fun" in the videogame medium.
There's also some games, Half Life, Zelda Series and Dragon Quest V for instance that tell their stories in an amazingly paced way and fit their respective games perfectly in a unique way. However, I don't find those games stories to have enough umph for best story.
