Planescape Torment is the one that most springs to mind, the gameplay is average at best, and very dull. The story and setting however were awesome, its just a shame that the gameplay really dragged it down for me, it's one of those games I both love and despise at the same time. Maybe if I were actually into D&D it would not be so bad, but I guess thats the price you pay for those old CRPGs.
Vampire: The Masquerade Bloodlines also deserves a mention, great story, characters and dialogue.. gameplay was very hit and miss and did get very repetitive towards the end. The lack of polish to it did not do it any favors either.
Lastly, someone mentioned Persona before, but I'm the exact opposite with Persona, I almost hate the stories (especially 3, which was just a drag right up until the end), but the gameplay keep me interested, it only they cut out all that bullshit at the start which holds up the game for a good 3 hours before you actually start doing more than pressing X rapidly... but Digital Devil Saga, loved the story and setting, thought it was awesome, did not really enjoy the gameplay, compared to other Shin Megami games, I found it lacking, and was one of the few games I was begging for a cutscene every 10 minutes.