Baldurs Gate I & II (huge worlds, fun to play, I didn't like the expansion to the second one, mages were too powerful), Fallout I & II (awesome classics, see spick's post), Icewind Dale II (I just finished it, the first was boring, multiclassing is easier in this one), Diablo II with Expansion pack (I have been addicted to it for more than 2 years, I recommend multiplayer on closed realms, play hardcore if you like adrenaline rushes). I know I'm forgetting a bunch. All of these took MANY hours to complete (esp Diablo II, my wife claims that she is a D2 widow), and many can be found in bargain bins or at garage sales. IWD II is the newest of the lot I mentioned.
RPGs that I didn't like were Arcanum (cool concept, poor execution), Dungeon Seige (It just got tedious, and multiplayer stinks), Fallout Tactics (too hard in the beginning and wayyyyyy too easy towards the end), and Morrowmind the Elder Scrolls (the 3D was gorgeous, but it was totally non-linear and too big IMO).
Feel free to disagree. <img src="/ubbthreads/images/graemlins/devil.gif" alt="" />
