SNES: imo, Shadowrun
PS1: Xenogears, Xenogears, Xenogears, with BoF IV a close 2nd.
PS2: Star Ocean: Til the End of Time
edit: FF XII is up there as well
Last Gen: I know I will get flack for this because people hate the ending ( I don't), but ME series
Current Gen: I would say DA: Inquisition