Most complicated story?

[Wolf Kanno]

As a side question, how many of you are usually able to piece together all the plot threads just by playing the game? I usually beat the game, and then look up a synopsis to better understand everything. But then, maybe if I had more time for replays, I wouldn't have to look anything up.

I generally understand most things the first time I play through (even in VIII). But if you want to try understand everything, you have to replay it.

Same here. I think Tactics and Xenogears are the only games I've played where further playthroughs really helped solidify concepts in the plot. Course those games are pretty much books in comparison to any game that came before them in terms of information and depth.