Vampire the Masquerade: Bloodlines is one of my favorite RPG's of all time. Amazing story with multiple endings all depending on what class and what choices you make during the game. It's a bit old now, but the graphics still hold up fairly well and it's a bargain on steam nowadays. I've played it through three times and have had a different experience each time. Also, the soundtrack FANTASTIC.
If that's not to your liking, I would recommend Black Isle's masterpiece, Planescape: Torment. Depending on how you play, this could be called a RPG/RTS. Basically, if you don't use sound strategy in battles, you will have your ass handed to you.
PleasantKenobi said:
One of the greatest RPGs ever made: Baldur's Gate II: Shadows of Amn.
Seriously, it is better than most modern RPGs, just beware of steep learning curve.
Also this, but if you get BG2, I would also get Baldurs Gate 1 (with the Sword Coast expansion). You can then play through BG1 in the BG2 engine. Why? Because the BG2 engine allows you to play more classes, customize the screen rez and makes it a more enjoyable experience.
http://www.pocketplane.net/mambo/index.php?option=content&task=blogcategory&id=143&Itemid=98