If you like convoluted and very deep plots, play Xenosaga. Xenosaga boasts over eight hours worth of scene dialogue to keep you interested in the story, so you will never get bored of it.
Final Fantasy X was a good RPG, but I thought it was a bit overrated.
Kingdom Hearts is actually a pretty good RPG, definately worth a rental, in my opinion.
I have not played Suikoden III, but I really want to.