I would say either Final Fantasy IX or the combination of the first two Shadow Hearts games. Both have a large cast of interesting and vastly different characters set in a unique world, where the protagonists are pushed through a series of both tragic and comedic events.
Final Fantasy IX - Some of the strongest female characters you'll ever see in any medium - also, they have a "princess" character becoming an actual queen halfway through this game. A story that is a lot darker than some people think it is (simply because the art style is rather lighthearted). Every character (except for Quina) has at least one arc that raises some truly interesting points - food for thought and whatnot. Also, the pacing and plot twist of the main storyline is simply really, really well done. The only thing that kind of sucks, is the ending, because I don't think it works for everyone (most notably Vivi, Freya and Amarant).
Shadow Hearts & Shadow Hearts: Covenant - These games can get pretty damn dark, but at the same time, they know exactly when add some humor so it doesn't turn into a pile of angst. The game takes place in an alternate past (right before - and during - the first World War) where all the occult stuff is true (magic tomes, demons, vampires, you name it). The reason I like this story, is the same as with FF IX: a great cast in an amazing storyline that has perfect pacing and some nice plot twists. Also interesting is that the first game has both a good and a bad ending - and they chose to go with the bad ending as a starting point for the second game. And while you can play the second one without ever playing the first one, it adds so much more gravitas to the main character if you do (in my opinion at least).
That said, concerning more "abstract" presentations of storytelling, I've always liked the story of Rez.