Fallout 1&2
Baldur's Gate 1&2&Throne Of Bhaal (Tales of the Sword Coast is a nice extra but doesn't add to the main storyline)
Throne of Bhaal expansion doesn't have the storytelling quality of the two main games, but I recommend it because it completes the main saga and brings some interesting items and abilities to the core BG2. And never fear, there are a ton of mods for both games, so the fun doesn't end with just the official releases.
Planescape:Torment. A must have. Honestly. Get the mod for better graphics. (core game works only in 640x480 (and possibly 800x600) if unmodded.) The storyline and dialogues are one of the best ones out there, despite the game being about 10 years old. The writing and the plot just that brilliant.
StarWars: Knights Of The Old Republic 1&2. The first one is better in all but game mechanics, 2nd is nice once modded but even then it is a bit half-finished story-wise.
Jade Empire
Titan Quest + exp for a more Diablo kind action-RPG. For a blend of Baldur's Gate and Diablo II, go for Icewind Dale 2; uses the same Infinity Engine that Baldur's Gate II does, but quests are more combat oriented.
Neverwinter Nights 2 + Mask Of The Betrayer expansion. The first NWN is fairly nice with expansions, but I feel the 2nd one is superior in all aspects and Mask Of The Betrayer storyline is just plain awesome.
Vampire The Masquerade:Bloodlines
That pretty much fills it, that list is almost all western RPGs I consider to be of good/excellent quality.