I must be an oddity in two ways. First, I adored FFX. I should say that I haven't played many Final Fantasy games, but even so FFX struck me as a very well done game, and I've never been able to comprehend the myriad problems people have with it: I never found the story confusing or far-fetched (for a fantasy world of high sorcery and technology), and I liked most of the characters, probably including a few others heavily dislike (I thought Yuna was a great character, for example, as she was not the stereotype of 'utterly helpless healer').
I only reference these things because they are representative of the problems people tend to have with most JRPGS.
Static plotlines that never branch
(the world will explode or it won't completely regardless of what you as a player do),
Constantly recurring stereotypes among main characters (There will ALWAYS be the lifemage girlfriend, the tall, brooding assassin-y guy, the child/child-like character, etc. and they will always look very similar to or the same as character XYZ from any given other game),
Constantly recurring plotlines (discussed below)
And finally you have specific little things, like invisible walls or small rocks preventing access to a goal, turn-based combat (with notable exceptions both good and bad), and general same-ness.
Psychologically speaking, JRPG's aren't really about "roleplaying". Rather, they're about power fantasies: playing the grand, and often nigh-perfect hero or imposing and cool anti-hero, gathering ever greater powers, weapons and skills, and saving the world from a threat that, at least post the mid-nineties, often took the shape of every mortal evil and then monstrous evil (typically via an evil corporation/religion that crushes people's lives and wants to take over the world with a superpower but is actually being manipulated by a single super-powerful and insane individual within the structure for his own nefarious world-destroying ends).
Western RPG's, on the other hand, are ONLY about roleplaying. The world is as wide open as developers can possibly make it and still have something resembling a plotline (I am using Morrowind, Oblivion and the little I played of Planescape: Torment as examples). You are free to interact with NPC's in nearly any way you choose, including killing them, with realistic consequences. And instead of arbitrary invisible walls, actual terrain features prevent access to new places. The plot of each Western RPG is distinctly different. And while power fantasies play a part to be sure, it's much more difficult to achieve a state of godhood over the enemies you're fighting. Prior to the advent of games like this, you had to go to Dungeons and Dragons or a similar pencil-and-paper game to achieve a similar experience.
Personally, I agree with VRaptorX: However much they may have certain advantages going for them, Western RPGs infuriate me. "Spend forever just creating your character! Adventure in a wide-open world and interact with hundreds or thousands of NPCs however you wish! What's the main quest? How do you even reliably get from one place to another?? Who knows, who cares?! You have someone's pants to find!".
Given that, I far prefer what JRPG's have to offer: I find truly dramatic and emotional scenes (Aeris' death, or Lavtiz's in Legend of Dragoon under functionally the same circumstances, the collapse of the underwater city in the same game) or legitimate heart-rending ones (Celes' reaction should Cid die in the World of Ruin) occur far more often in JRPG's, and are infinitely more involving.
But my experiences with Western RPG's haven't been completely sour, and here I want to try and wrap up my above ranting into a definitive point, one others have already made much more succinctly (beat me to it while I was writing this monstrosity of a post): the entire appeal of Western RPGs (Regardless of sub-genre, as this is Mass Effect's ENTIRE claim to fame) is the sheer amount of actual roleplaying you can do.
Developers strive to make everything as close to a "realistic fantasy situation" as possible. Sure there are certain limits, but in a good game even the limits work well with the overall goal. And there are problems, to be sure: repetitive quests, "leveled" enemies that equate to "You die HARD if you haven't done things a very specific way", a main plot that's nearly impossible to find, and a clinical detachment from the characters, even the one you're playing.
But many of these problems arise from the sheer freedom the player is afforded. You can do ANYTHING you want, if you're willing to deal with the consequences. And you aren't an invincible god right off the bat: you have to earn it. And the problems don't occur universally, as they tend to in JRPGs; Planescape: Torment attaches you to characters right from the start. Oblivion far surpasses its predecessor in travel, combat and ability to follow its own plot. Deux Ex Machina is supposed to be a golden gift from heaven, etc.
The trick is to try and stick to the good Western RPG's, if at all possible. If you don't, you begin to tire of the problems very, very quickly: just as you would with JRPG's. And if the problems with the former get to you regardless, well, then it's just purely a matter of taste.
but meh