Hey Klaleara I to started with UO as well "Baja represent" S|A For life! Have you ever tried to go back? OMG you have to set a Macro to open a door and even with "UO assist" it's so slow now.. UO will always be an amazing first game, with amazing memories but that's where they should stay.
I have also played GW2, SWTOR, LOTRO, and of corse FFXIV. Each MMO has their own positives and negatives. For Example GW2 Skill's are interactive, you place an water field on the ground and some one else can use a hammer and "Smash" it healing all party members. The mount system is very cool, as well as their "Glamour Chest".
Where as LOTRO has "Fellowship maneuvers" where you whole party sync up to do a party maneuver, and there are several different ones you can do depending on the need. Also they have fighting while on your mount.
As to the best story.. that goes to SWTOR. My god the individual class quest in that game are so in-depth it really is amazing. You'r toon has an actual voice and you decided with path you take.. the dark side or light. Your choices have actual consequence to the point that you can kill "a whole mining expedition" or save "your one team mate that you've been playing with the whole time". They companion aspect is amazing each companion you get can fight along side you out in the field, and there are SO many companions with their own unique personality. You can gain "Reputation" with them to the point that if you max it out you can even merry your companion. Hand's down the most immersive MMO I've played.
But they all have down sides. FFXIV is a very beautiful world their player base is very helpful and informative. They have a great story SB is amazing. But when it comes to immersive and how you feel your toon effetcts the world I think SWTOR is the best. Plus you can wield a light saber.
But I'm here not there so FFIXV is better.