I have yet to play Oath of Felghana but I totally fell in love with Origin recently.
However from what I understand Oath is lighter on story than Origin which is in turn lighter on story than Bastion. Although Bastion is imo in terms of story and narrative is just about head and shoulders above anything else 2D ive played, even if I found Bastion's combat to be quite lacking.
While more your std Japanese RPG type story, what I like about Ys Origins story is that you have 3 playable characters whose stories are intertwined even if the character you are playing as fights most of the bosses while the other acts in a supporting role who you sometimes come across at various points in the story.
That said Ys Origin is gameplay first and story second even if what it does is entertaining and does make a good alternative for ppl wanting something similar to Bastion.
Recently the best stories in the games i've recently played are:
Neir Gastalt (360) a 3rd person ARPG, the PS3 has its own version but alters the characters, in the 360 version the player is a father saving his sick daughter and with the characters aimed more towards westerners, PS3 it's bro and sis with Japanese looking characters
Enslaved (360/PS3) great take on an old Chinese story with great acting.
Elshaddia (360/PS3) even if the ending is kinda rushed like the devs ran out of money at the end.
Lost Oddyssy (360) Is highly praised for its story, Due its traditional turn based JRPG mechanics I abandoned the game less than half way through but I would say it has a good story.
While not great by any stretch the story in Guardian Heroes XBLA is good for a oldschool beat em up. It has multiple branching stages and the story changes depending on what route the player takes.
For older games with great stories the one that comes to mind atm is the Legacy of Kain series. The PS1 / PC original is a top down Zelda type game like Bastion, You will might have trouble playing it though emulation, I found the PC version crashes at the start of the game, the PS1 (try several emulators) has some graphical artifacts but it isn't gamebreaking in the least.
The series as far as the Legacy of Kain Soul Reaver series was never tied up similar to Half Life but its still worth experiencing especially Soul Reaver 1, imo that series has some of the best stories in any video game
If you like RTS play the Homeworld series.
Also I find the Carpe Fulgur localisations (Recettear, Fortune Summoners) to steam to be quite charming in their own cute way They are oldschool Japanese cute not modern loli with panty shot moe cute which I don't like.
Also the Lunar JRPG series, if you've yet to play FF7, play that.