I personally second the Xenosaga games. Though, I'll be honest, Xenosaga II was the weak link that nearly turned me off to the trilogy entirely.
The original Xenosaga has a fantastic story, great combat system, engaging characters with real personality. Pretty much everything you want in a good RPG. It's only minor drawbacks in my own personal opinion is the graphics could have been a bit better and the in game store when buying items don't tell you if the item you're purchasing is actually an upgrade or not. Perhaps a larger audio selection for the soundtrack. That being said, it's short list of cons (which are my own personal opinion) are vastly outweighed by the pros. IMO, it's a game that gives Final Fantasy a run for it's money.
The second Xenosaga, which I believe is the failure of the series, is IMO a very bad rendition of the first game. I played it all the way through and by the end of it, the story alone was all that kept me going. It has a repetitiveness that gets old very quickly. It has puzzles during the game that serve absolutely no purpose but to waste time. IE: solve the puzzle to get to the next room. While solving said puzzle, you won't get attacked, you won't get a reward, you just get to move on with the game. It may just as well have been a normal door, at least you wouldn't have to spend 15 minutes trying to solve a stupid puzzle that accomplishes nothing but allowing you to proceed. It's combat was lacking when compared to the first and they changed a voice actor I was exceptionally fond of in the first game (Momo's VA). The graphics went to an extreme in trying to give the game a more 'realistic' look that failed to deliver IMO. Overall, it was a bad game.
The third Xenosaga game definitely redeems the series in it's entirety, nearly capturing the wonders that enthralled fans of the first. For starters, the game has a feature that will tell you the history of the past two games. It's a wonderful option because you can essentially skip the second game entirely and not miss a beat on what happened story wise. It has a great combat system that takes the best of combat from both the first two games and combines it into a thing of beauty. The story is as engaging as every and finally answers all remaining questions by the end of the game in a nice tightly wrapped bow. The graphics go back to their roots, only exceptionally polished off and exquisite. A definite improvement over the first game's cartoony feel but a right side better than the second game's realistic failure. Momo's VA is the same as the VA in the second game, which was a slight disappointment. Overall, a wonderful finale to a brilliant story. Aside from the hiccup that was the second game, it's well worth the play through.
In short, I highly recommend Xenosaga I and Xenosaga III. Play Xenosaga II at your own risk, but if you find yourself not being able to take it, don't give up on the series. Simply skip ahead to the third game and check the history glossary or whatever it's called and catch up on all the story that was skipped. You miss out on nothing and save yourself the heartache of playing through a terribly designed game.