You should play SMT Nocturne and Digital Devil Saga, the two best games in the SMT franchise. Persona 3 might be as well, but Persona 4 is the only extremely story heavy game in the SMT series of games and spinoffs that I've played. Nocturne and Digital Devil Saga have the amount of storyline SMT4 has, where there's more of a focus on the dungeons, exploration, and combat.
SMT Nocturne doesn't allow you to choose the skills you transfer though, it forces you to cancel and retry to fuse in order to get the skills you want. Digital Devil Saga you have to master classes but you can pick and choose from a large skillset. You always have access to your entire skill list outside of combat.







