Dragon Quest is a great series if you like classic RPGs, especially if you don't like hand-holding. In DQ9 for DS, it's possible to miss the event that lets you have more than one person in your party for example. DQ9 feels very much like an old NES game with updated graphics and a few modern niceties.

You're in a town, you finished a quest, and suddenly you have no idea what to do. You talk to some people and hear the name of some other town repeated a few times, and a very vague idea where it might be. You check your map and see a road going east so you head off blindly in that direction. Along the way you find a cave. Do you go in or not? There's a non-zero chance that this is a high-level dungeon that will destroy you.

I love RPGs where instead of artificially blocking your progress to parts of a map with walls (or invisible walls...), they just put enemies over there that will one-hit kill you. You get to control your own progression. If you reeeeeeally want to grind out 20 levels, then congrats, a new area will be open to you. In practice you're probably going to do all the low-level quests and level up that way, but at least you have the choice. Or maybe you can cheese your way through the high-level area and find some kind of uber-sword and become an avatar of death for a while back home. This is where fun is born.