The couple RPG's that I've played were all quite a positive experience. Two have already been mentioned, but there is another one I've played that I think you might like.
Fire Emblem Awakening was definitely a great game in my opinion. I invested over 100 hours in it training up all of my characters how I wanted them, changing classes all the time to build the strongest army I could. Losing one of your team members is definitely crushing, I found myself resetting repeatedly after losing good characters. Obviously you can turn that option off though, which is definitely what I'd reccommend you do if you are new to the series.
Bravely default was great for the first 4 chapters, as has already been said, then it became aa chore just to get to the end. It felt a bit lazy to have the game repeat itself like that, but even then, all of the jobs, the characters, the dialogue, the story, all of it was enough to justify playing it again for me.
The other one I've started playing recently is Fantasy Life. It's like a mix between Dragon Quest and Animal Crossing. You have Twelve different lives to choose from, and you can change it as often as you like. You can become a miner, mine some shiny stones, then change to a blacksmith, make an epic sword, then change to paladin, equip the sword and slay a dragon! The story itself is basically just a playthrough of text, you'll find yourself reading a lot, but it's strong, fun dialogue, so it won't get boring too quickly, and even if it does, you won't really miss anything by skipping past it. By far the best part of the game though is the fact that you can visit eachothers worlds online. This is groundbreaking in my opinion. I've just recently completed the storyline, and my friend and I meet up every other day or so to join eachothers world and go boss hunting, which is really fun.