You want decisions that matter? Try Mount & Blade.
The goal is what you say it is. Want to find a place for yourself? get some money trading? take over the world? betray your king after they didn't grant you the castle you and your men fought for? Take over the world without a kingdom to back you up?
I also like making sure my character is who I want to be. I don't want to be "lead paint hair adrogene the thirtybillionth". I find preset characters with preset attitudes unbearable. The only game that did this that I didn't hate was Gothic, which managed to do it in an entertaining way ("My name i..." "I don't give a damn, do my quest")
Of course, my favourite RPG ever, Morrowind, shows just what I like about RPGs. In games like Final Fantasy (and sadly, Dragon Age), there appear to be no other locations than places that are story important of repositories for the power of the gods or something. In morrowind, I could go wherever the hell I liked, without knowing where I'd end up.
Then again, Oblivion did that, and I hated it. but whatever. Morrowind > JRPGs, WRPGs, whatever.
Disregard that, I forgot what I was saying.
What I really hate in RPGs, both "W" and "J", is people who go "ooo, [location] RPGs sux becoz...".
I've enjoyed JRPGs- Tales of Phantasia, the Front Mission series, etc.
I've enjoyed WRPGs- Morrowind, Gothic 1&2, Dragon Age and others.
I've also hated many RPGs- Oblivion, Crisis Core and a few others.
But some are good, some are bad, and I don't give two shits about "WRPGs" and "JRPGs". I like RPGs.
So be quiet, go play your RPGs and enjoy them. Forget other RPGs exist and lose yourself in their world. That's what they're there for.