Most of the games I would mention have already been mentioned. I'd like to throw out Star Ocean 2 as (maybe) my favorite RPG. It's huge, lots to collect, lots to explore, lots of sidequests, etc. It's extremely hard (try Universe mode). I got emotionally attached to the characters for sure. I've wasted hundreds of hours playing that game.
FUCKING chaos....... HOW could i forgot star ocean 2
yeah this is definitely the first game that i ever felt attached to. not because the plot is especially inspiring, or because the characters are immacuately developed (the translation issues make everyone seem robotic, unfortunately), but something about the game just... sucks you in. i don't know what it is. it's the music, the atmosphere, but most importantly (for me) the way the towns are rendered. the bustling cities seem triumphant and intimidating, the little podunk villages seem so sleepy and relaxed that you can just imagine everyone knowing everyone else.
in spite of my earlier comment, the characters get more development than most games, and in an interesting way. private actions, when initiated, cause everyone to go into a town individually and you can talk to each character. there are tons and tons of skits in each town with different characters (where you have options that result in ingratiation if handled well or repulsion if handled poorly), and they add this level of comradery most games (at least of its era) couldn't even dream of.
a little backstory for anyone interested, the company that made this game, tri ace, made the first star ocean game as a spiritual sequel to tales of phantasia (wolf team, which did ToP, broke up and most members reformed as tri-ace). it has the feel of an early tales game in terms of general combat/item names/spells. it's got a super-fun item creation system, an engrossing skill/talent system, and basic but enjoyable combat system (albeit broken, by your second or third playthrough you'll know how to break the game and make most of it a complete write-off thanks to the item creation system).
definitely my favourite rpg, dangerously close to being my favourite game ever. if i could live anywhere in a fictional universe, it would be in mars village. sighhhhh i want to replay it right now