IKO is really a terrific game and was my favorite until FFX. Kind of an RPG/Puzzler. Really nice graphics and great gameplay.
I also love Zone of the Enders (I played The 2nd Runner). Not an RPG, a first person shooter. Gundam fighters, from Hideo Kojima, the producer of Metal Gear Solid 2 (another great Espionage/RPG).
I agree about DW4. A lot of hours can be invested in that one.
Project Eden is another one. Haven't heard much mention of it, but it's engaging and fun. You play different characters who are comprise a rescue force. They each have different attributes that you have to use to solve problems. Some shooting, but mostly problem solving.