.Hack//G.U.
It is a trilogy for the PS2, comprised of:
//Vol. 1: Rebirth
//Vol. 2: Reminiscence
//Vol. 3: Redemption
This series, especially Volume 3, is my favorite set of RPGs in existence. It's all real time battles where you have complete control of your character. You can have up to 2 others in your party at all times, and you can make them use items and spells as well, though the AI is very smart on its own.
The third volume of this series is so amazing that I went and recorded a Let's Play (where I play through the game with commentary) of the whole thing. The game is VERY long. For this playthrough I invested about 30 something hours into the game, whereas only 15 hours made it onto youtube.
If you want to see some gameplay (excuse the terrible audio quality in the beginning parts; I was a recording noob at this time. It gets better later.), here is the Playlist of every part of my LP.
http://www.youtube.com/view_play_list?p=AB405B9736153876
The series, which had a precursor PS2 series (.Hack//Infection, then //Mutation, then //Outbreak, and finally //Quarantine) which was hard as balls, contains probably the most complicated plot I've ever seen. The universe contains 7 games altogether, 2 anime series, a feature film in Japan, and a crapload of manga. It is my favorite series of all time, and I HIGHLY recommend you at least skip through my LP (especially in the later parts; the game starts out with not too much action.) to see some amazing things. The graphics are pretty great for their time, and there is just so much in the game that I couldn't possibly describe it all for you here.
Please, look into it. It is so unpopular but it deserves so much more attention than it got.