Batman: AA, and Batman: AC are both open-world. Not neccesarilly Bethesda RPG type stuff. It's basically an open world action game, but it has some good character progression and the stories are well written. And besides, it's Batman!
I've only played the AA demo. It was good but not what I want.
I want a game where we start from scratch with just basic stats and a couple of powers/abilities and level up to awesomeness. There coud be a perk tree that lets the player chose skills or enhancements.
I liked the way character creation worked in the PnP version of Champions. The player is given 200-250 points to buy stats, powers and skills. To get extra points they could buy disadvantages.
Disadvantages could range from minor to the extreme. I had an electrical based hero in a game. He was not a big fan of water. It really messed him up. Hi powers were also activated with a 15% failure rate.
As the player gained EXP,, the disadvantages can be bought off or existing powers can be improved. The Champions MMO had none of this and was also a major disappointment for me.