Not really a series, but Xenoblade Chronicles is the closest I've played to a perfect RPG. Incredible story, pacing and characters, beautiful music, very nice graphics and a huge scope - the world is immense and the amount of side-quests is staggering. Also, thanks to the way you influence the townsfolk and their relations, the world really feels like a living, breathing place. Not to mention the exciting battles... I'm so glad you guys are finally getting it!