Immersion defined: Good RPG games from 2000 to whenever

Howdy folks. im on the hunt for some great rpg games for the consoles and pc. (preferably consoles) I'm looking for some of the deepest rpg games made. Underrated rpgs would be great too. (example would be arx fatalis for original xbox) since i know everybody will say these titles... Skyrim, Final fantasy, fallout, and final fantasy are off limits. I cant wait to hear what you guys have to say.

Baldur's Gate 1 & 2, Neverwinter Nights 1 & 2, Icewind Dale 1 & 2, Dragon Quest 8 & 9, Persona 3 & 4, All of the 'Tales of' games, Lost Odyssey, Blue Dragon, Ni No Kuni to name a few.

Valkyria Chronicles, Ni no Kuni, Dark Souls, Bravely Default, Dragon Age: Origins, Xenoblade Chronicles, Shadow Hearts: Covenant, Persona 3, The Witcher 2

I would also add Star Wars: Knights Of The Old Republic 1 & 2, for PC and Xbox.

What do you mean by deep ?

This guy's got the right idea. Also check out Knights in the Nightmare. Super deep and has a great story.

Games that the others talk about but I do enjoy Drakensang and Blackguard.

The Drakensangs play like the Neverwinter Nights or KOTORs but with a much more complicated ruleset, make sure to study the manual if you decide to try. River of Time is by far the better of the two and is chock full of skill checks if you like that sort of thing.

Blackguards is a nice hex turn-based rpg with a similar ruleset to the Drakensangs, but is much more unforgiving. It also can get quite tedious in Chapter 2.

For depth (as in mechanical complexity) pc games like Iceland Dale have hundreds of hours worth of gameplay. On GOG pretty cheap, wouldn't bother with the remaster.

Lost Odyssey for the 360 and Xenoblade Chronicles for the Wii were two excellent RPGs that I would recommend.

Literally any of the JRPG's that hit it big on any of the Nintendo handhelds or consoles from the past. Not hard to get them up and going on a pc, and there is 1000's of them.

Since you outlawed Skyrim, can I assume its off limits to suggest Morrowind instead?

If by deep you mean a complex and challenging battle system, check out Resonance of Fate on PS3. If you mean an intriguing world to explore and an engrossing story to tell, get Planescape: Torment on PC. And if you want something criminally underrated, I recommend Baten Kaitos Origins on Gamecube. Seriously, like no one has played that game and it's a real shame. The battle system is one of the most fast paced of any jrpg I've ever experienced. You really have to think fast and act quickly.