Predictable as all hell, but Breath of Fire III. The entire game basically eschews traditional RPG stories (the beginning alone is surprising) and brings a story that makes you happy, sad, angry, and bewildered all at the same time.
You actually get to watch the characters grow and change (which is even shown during battle!) and I for one can say that I couldn't predict half the events that happened in the game the first time I played it.