What sort of RPG? There are a few different kinds, and I've got solid recommendations for each.
JRPG? I'm a fan of the old school and think that Final Fantasy VI hasn't ever been topped. FF4, Dragon Quest 4, and the upcoming re-release of Chrono Trigger will do you good, and plugging FF6 Advance into your DS is well worth it.
Western RPG? Two words: Elder Scrolls. Whether it's Morrowind, Oblivion, or an abandonware copy of Daggerfall and DOSBox, it's my favorite WRPG series. If you have a deep, abiding love of mods, user-created content, and you can look past the lamer-than-lame campaign that came in the box, Neverwinter Nights might be more your speed.
Strategy RPG? Fire Emblem, Final Fantasy Tactics Advance, Disgaea. Those three names are as much as you need to know. Nippon Ichi's other offerings (like Phantom Brave and La Pucelle: Tactics on the PS2) are a good place to go from there, although you'll probably have to fork over a king's ransom on eBay.