Azure Dreams
yessssssssand the tombas.
An interesting, all-consuming romp is Arc the Lad I + II. Arc the Lad I is a strategy-RPG, rather basic, with amusing characters and good presentation and music. Its story is linear and its focused on each battle, with no shops or anything of the sort.
However, you can import all of your items, characters, and experience into Arc the Lad II, which is a more Disgaea-ish Strategy RPG with a world map and towns to wander around, things to buy, side quests... the amount of stuff that carries over is ludicrous. In fact, without carrying data over, you miss out on a tremendous side quest and the most powerful character in the game.
Both games have some flaws, but I remember them for their incredibly distinct characters. Arc, the hero of the first game especially, is the typical 'chosen-one hero' but he actually has a voice, and isn't at ALL whiny, childish, or stupidly bullheaded. He's surprisingly calm and rational, while also being moral. It's actually really odd for a main character. The others are all good too, but the oddness of the main character is what struck me.
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[edit] You'll probably find it as the Arc the Lad Collection. There's even a monster arena disc you can put in, using your AtL 2 data for a bunch of other stuff. And prizes! I think. Also, it was translated by Working Designs, so it's surprisingly bearable!