First and foremost, the gameplay. A lot of the best gameplay systems I've found are some of the more obscure JRPGs (e.g. Mana Khemia). Truly, some of the most transcendent gameplay experiences I've had the pleasure of experiencing are modern JRPGs. Beats the crap out of whatever (cover/noncover)(first-/third-)person shooters churned out nowadays.
Secondly, I find they do a lot more to flesh out the characters, IMO. People can go on about how they fit into certain archetypes, but a lot of the games go beyond that and fit beyond the mold. People are given normal interests and skills that may surprise you. And most importantly, there's a distinct focus on Japanese games on the idea of motivation. You get a sense of what's important to a character and why, and that's something that's missing in a lot of western titles.