I loved SaGa Frontier II - was one of the first RPGS I played where I felt like everything I did actually meant something. Not sure if it actually worked that way (I was in my early teens), but it felt that way, and I loved the art style and the whole package. The fact that you get to play as different protagonists was fascinating to me at the time as I'd never played a game like that before.
Never tried the first one, but I've been meaning to get it as I've always wanted to try it.