Damn, this is a tough question. I'll limit myself to strictly JRPGs. These are in no particular order:

1. Persona 4: Golden - I was having a really tough time deciding whether or not to go with Persona 4 or Persona 3, but I went with 4. For me, the Persona series excels in brilliant character development and world building, particularly in Persona 4. I really felt engrossed in Inaba, caring for all the wacky characters that inhabit it. Each main character is given room to grow, and the underlying themes behind it (of seeking the truth, bonds) are great. The animation goes even further by adding the fear of abandonment as a trait of Yu Narukami; not wanting to leave Inaba where his friends are which briefly draws out his shadow. This is touched upon in the game also.

It has a few issues. The pacing can be questionable at times, and I never felt as if Yosuke really got over his latent homophobia. The animation is particularly bad in this regard by roping in Yu to share in Yosuke's fears. But these issues are minor, and doesn't really detract from the overall presentation of the game.

2. The World Ends With You - I'm basically just parroting what Fynn said, and this game definitely deserves greater praise and attention. Heck, it deserves a sequel - I'd play it. I won't repeat what he already said about it, only to say that the game is incredibly well-written which is superficially light, with a deep layer of pathos and maturity which really plays with your emotions.

3. Persona Q: Shadow of the Labyrinth - A tad of a curveball, but bear with. The game is light, at first. Hey look, they're chibis! How quaint! Admittedly, it does crank up some characters up to eleven with ham. Chie discusses meat pretty frequently, Akihiko wants protein in everything. These characters already have plenty of development in their respective games, so I didn't feel as if I missed genuine sincerity, and they formed part of the comic relief. On the other hand, characters such as Shinjiro and Ken are granted more time to breathe, especially Shinjiro, who doesn't really get the time to make much of an impression in his original game. PQ Shinji is far better than P3 Shinji, and that's arguably true for Ken as well.

But what makes the game compelling is the theme of time. You cannot escape it, but you can use all the time you have to make an impact on people's lives. That is essentially the central point of the game. I won't spoil, but the games final third of the game is the best, with several poignant scenes that made me hit the feels. Most striking is the sense of anguish you get when you remember that none of these events are remembered by any of the cast (not so much of a spoiler, seeing how it takes place in the middle of both games and is never referenced). Because of this, all the fantastic development for Shinji and Ken is reversed, along with the harsh reality of theirs and other character's fates. This is particularly true for the Persona 3 side, but in both games, things take a real turn for the worse after September, and some of what happens might have been avoided. But regardless, the friendships forged between P3 and P4 are forgotten. The ending just has a feeling of sadness, which is very surprising given the supposed lighter nature of the game.