FFIX? Ugh, no way. It had great characters and humor going for it, but the story itself just doesn't capture. It happens too much in the background, never really making the main characters real players in it and is just too incoherent. My opinion, but just no... It's a great game but the story isn't really the driving force there, not as much as in many other RPGs, I mean.
Anyway...
Silent Hill 2.
The plot is impossible to fully understand, at least by rational thought. Perhaps that's exactly why it hits a little deeper with its dark surrealism. It's hard to analyze what makes it so great, since the nature of the plot. Let's just say that I really love the way a real enviroment in the game turns into a fantasy of human's inner, dark emotions.
It's not as much about your usual horror, rather than an attempt to portray a mind dealing with a deep psycological trauma.
Final Fantasy VII.
Don't hate it just because it's popular. Isn't it funny how the greatest and most charming stories tend to be in their core quite straight-forward? I think FFVII is that, despite its slightly convoluted reputation. Little bit like in LotR, the main objective always remains the same, get from point A to point B, point B being Sephiroth.Between those points many things change and we learn much about the heroes and their motives.
Despite the fact that the characters might not be the most deep ever seen, their stories that are almost alway touching, make up for it.
Kingdom Hearts: Chain of Memories.
Seriously, no love for CoM? Especially storywise, it's far superior to KHII... While it lacks those über epic-moments, thanks to the hardware, it also shows much more well-thought storytelling, that dwells much deeper into the personalities of Sora and Riku. The plot doesn't simply have couple highlights, as especially KH2 does, but proceeds much more coherently, slowly building for the conclusion.
It's nice to see Sora's personality being shaken a little, when he forgets and leaves behind his friends in chase for a false memory; Something that Sora normally would never do. Also the idea of the maincharacters having their memories always furher manipulated as the plot moves on is pretty unique and intresting twist. They make a slowly proceeding sacrifice by losing their real memories, without even realizing it, to get closer to an answer to the mystery.
Riku's story is pretty well done too. It's dark and even tragic, without the usual angst. Someone might argue, but I belive that's the case... Riku just doesn't go emo about his guilt and burden, but actually struggles against the darkness that tries to overcome him. It's also nice how true the story stays to the themes of friendship in the series, as when Riku loses hope or strenght himself, it's his friends that ultimately save him.