Cerebral puzzles, deep character/party customization, challenging situations that reward strategy and/or tactics, etc. I want to feel like I'm exercising my brain when I play an RPG. What games are suggested? What's out there that's good? I like western cRPGs, but JRPGs are welcome, too.

If I may recommend... Hexen 1 and, even more, Hexen 2.

Incredibly fun dark fantasy fps, with RPG elements (you level up in Hexen 2), cool items, epic boss fights, hub level designs, complex puzzles involving riddles, zodiac symbols, going back in time, etc.

If dying for the sake of a series was something people had to do from time to time, I'd die for Hexen.

Mmmmmm Hexen 2