If you want more ambigious characters and something which will bridge you to the Persona series definitely play Devil Survivor and Devil Survivor 2. You should find a sale for the 3DS version at something like $15 as well. The endings in that game are much more complex to achieve, and don't strictly follow the chaos/order paradigm.
I'd also recommend playing Strange Journey. It is pretty standard SMT, but in a retro science-fiction settings.
Nocturne is great, and I'd say it does the Chaos vs. Order thing the best, so of course that is a no-brainer.
Persona 1 & 2 have interesting stories and plots (Persona 2 has the best story in the entire meta-series) but their gameplay is crap.
Persona 3 & 4 definitely take getting used to, but they are addicting. You mentioned before that you might not like their tone though.







