I was going to recommend Persona 3 & 4, but looks like you've already been there.
Yakuza's 1 & 2 would be my recommendations, maybe just 2. Not strictly rpgs, realtime martial arts combat, but set in massivly deep worlds were you can get lost for hours, and blow all your cash on a handbag for an escort girl, who doesn't like it anyway.
Shenmue 1 & 2 would get my recommendation too. If you've ever been curious as to where sailors hang out and providing you own a dreamcast.
I love all the final fantasy games, but I'm not going to argue that they're mature. tbh they all suffer from saturday morning anime cartoon syndrome, especialy x (and of course who could forget the ff remake of Charlie's Angels, the shocking X-2)
Lost Odyssey was a real disappointment for me, totally forgettable, and possibly a nail in the jrpg coffin which would be sad.
I was also conned into buying xenosga II, which for some reason i thought it was a direct sequel to xenogears ( always wanted to play it, but it was never released in the uk , after we were told it was on its way for like 2 years).