Final Fantasy VI

Awesome characters with interesting personalities (Locke, Shadow, and Setzer are particular favorites), covers everything from love to loss to even mass genocide. The only one where the villain actually attains all his goals and leaves the player on their first play through feeling defeated. IIRC it has the largest cast of characters, and each manages to feel like an individual with different motivations and perspectives.

If anybody decides to do a playthrough - Edgar + Noise Blaster + Bio Blaster = profit.

I would have to say FFT is a close second though. All of my FFVI replays are always followed immediately by an FFT replay.