It's not a pure RPG (since it's basically an FPS), but Deus Ex is pretty awesome. Take a look at it, maybe you'll like it. Doesn't really have a Final Fantasy-ish atmosphere, though.
Eh, someone else might have better suggestions.
Yeah, Deus Ex was really great. I've had it for PS2, stupid enough I sold it.
I hardly play RPGs, but maybe Rogue Galaxy is a recommendation.