It's kind of sad that my two all-time favorites are considered the black sheep of their respective franchises, but they're Star Wars Knights of the Old Republic 2 and Fallout New Vegas. They both are made by Obsidian, which is a company that hired some of the people behind the greatest RPG's of the 90's and early 2000's. KOTOR 2 was actually Obsidian's first ever game, and it kind of shows. In it's vanilla state the game is a buggy mess of broken quests and scripts, but beneath it all lies one of the darkest and most nuanced stories ever told in the Star Wars universe. That's why I love it- you're not pigeonholed into being Space Jesus or Space Hitler like so many RPG's do. The game has respect for the fact that the world is not black and white, and every choice is mired in shades of grey. The opening level is a slog for new players, but after that I think it's easily the best RPG I've ever played.
Then there's New Vegas that, much like KOTOR 2, suffered from a bug-riddled launch, showing that Obsidian had in fact not learned their lesson in the 6 years since they'd released KOTOR 2. But also like KOTOR 2, beneath the rough exterior lies the most open-ended Fallout story, or at the very least the most open of the 3 modern titles. In this game the character is truly what you want him to be and you develop them through your conversation choices. Additionally, they did a great job at making the world feel alive and like people actually moved around and their motivations actually make sense. Fallout 3 and 4's stories are both utter trash in the choice department compared to New Vegas.
I could gush about these two games for hours but I'll cut it off here lol