Geez if you hadn't been so specific about what you're looking for I'd have just left you with a few visual novels(more than anything, Umineko no Naku Koro ni) and been out of here.

Thought Provoking Games that really use the GAME aspect, huh. Can't say I can think of much that satisfies that criterium. Some Final Fantasy titles are probably the closest I could come up with.