Ugh... I don't even know where to start. It seems that the deeper a game gets, the worse the rest of the experience is. On one hand, we have MGS2, whose story basically killed the rest of the game for me, though it attempted to be very deep... On the other hand, we have Deus Ex, which was a nice blend of the two though not truly extraordinary in either respect IMO.
Somewhere down the list are games like Mass Effect and BioShock, which only touch upon story depth but offer great gameplay.
Honestly, I don't think I've played a truly "deep" game that has handled all aspects of storytelling, intrigue, depth, and gameplay well enough to really give it any kind of accolades. Plenty of good games, plenty of deep games, not so many that combine the two. Sad, really.
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