Planescape (no T in there) Torment has a very unique setting and great writing. Which is good, because it has tons of it, and the combat isn't that great (Luckily you can talk your way out of combat quite often.). The dialogue basically *is* the game. If you're specifically looking for good writing, I'd definitely go with that.
The Baldur's Gate series has better combat and while the story is good I don't think it's anywhere near as deep as Torment's. It's more combat orientated.
Morrowind has a nice story and an interesting world to explore but overall I don't think the writing itself is 'great'. It's a great game, a lot of fun to explore and the lore and setting adds a lot to it, but as you're specifically looking for great writing that wouldn't be my first choice.
Half Life's presentation of the story is interesting because (especially the first game at that time) was really innovative in that it didn't have cutscenes or dialogue boxes that paused the game or took control away from the player. It's more the presentation of it all than the writing itself that makes it stand out from other FPS games at the time.
The Longest Journey is a very nice adventure game. Lots of interesting characters, a good female protagonist, funny writing at times, and an interesting world, or 2 worlds I should say. The first game stands perfectly well on its own and has a proper ending. If you're going to play it, I'd play just the original. The sequel Dreamfall is a pretty good game but it's not quite as good as the original, and it has a horrible cliffhanger ending that has yet to be resolved.
Overall I'd start out with Planescape Torment.