The only places I have heard of having RP is Balmung, Mateus, Behemoth, I THINK Gilga still might have a small amount, and a few smaller servers sprinkled here and there.

Only it depends on what the guild wants. Balmung despite how hard it is to get into, is ya best bet if you really want to have a large RP scene with like they said, Mateus being second and trinkling down from there.