The ps2 games I've played with the best story would be (in no particular order):

1) Okami

2) Beyond Good & Evil

3) Primal

4) Silent Hill series

5) .Hack original series

6) Final Fantasy 7, 9 & 10

7) ChronoTrigger

8) Wild Arms 3

9) Suikoden series

10) Shin Megami Tensei: Digital Devil Saga

Okami

Beyond Good & Evil

Primal

Probably the best place for you to find an answer to this is the EQ2players forum for shadow knights. Here is the link:

http://forums.station.sony.com/eq2/forums/show.m?forum_id=46

Good luck! :)