I play quite a few RPGs, both Japanese and Western.
The main difference is that JRPG is built exclusively for consoles (there is a lot of stigma in Japan about PC oriented games). They focus on more linear and repetitive gameplay systems because you've only got about 14 buttons and two directional sticks.
That said JRPGs have this annoying tendency to turn into a simple contest of who can get more digits into their damage and health stats.
Western on the other hand are usually D&D based(extremely picky about distance and outside factors when all you want to do is stab a large giant in the foot from point blank range).
And Random chance has this habbit of making someone holding a handgun to someone's temple, only to miss!!
It makes sense in some games, (KotoR, NWN, WoW) but screws gameplay terrible in more action types (Morrowind and Vampire:TM:Bloodlines)
That and most of the stories are so obvious (ancient Prophecy being Par for the course) make it quite annoying to play, those that feature Morality and choice often give you either Self-righteous prick, naive and stupid, or the merged clone of Hitler, Stalin and the anti-Christ!!
Oh nearly forgot, I am playing at the moment:
NWN Diamond, Spellforce 2.
My favourites are: Kotor 1, Vampire: bloodlines, FFX and all Icewind Dale/Baldur's Gate