If you liked Baldur's Gate and you aren't afraid of reading, you definitely have to play Planescape: Torment and Fallout 1/2.
Planescape has to be the CRPG game with the deepest story ever realized. If you play a high wisdom / high intelligence character, you can solve 80% of the quests without fighting. There are tons of dialog stat checks (Is your dexterity high enough to grab someone and actually break his neck before he can resist? Are you wise enough to spot when someone is lying to you?). The downside is that you have to like reading, because there's about 3 novels worth of text in that game. Built with the same engine as the Baldur's Gate/Icewind dale series. It's my favorite RPG game of all times, I've played it through 3 times (and still found new stuff!). Besides, how many games can you name where the goal of the game is to actually die?
Fallout 1/2 are also extremely well realized, allowing you to truly role-play a character. The Fallout 2 interface is a bit more polished though, so if you're going to only play one of the two start with it. The dialog choices are also very involved with lots of ways to solve quests. Here's one of my favorite dialog moment (you don't have to choose those dialog choices but I can't help myself whenever I do this quest):
Lloyd: "All right, I've hidden the cash under that grave here."
Me: "Ok Lloyd, dig it up."
Lloyd: "What? No way, I told you where the money is, I'm outta here!"
Me: "There are two kind of people in this world Lloyd. There are those with loaded guns and there are those who dig. I don't see a gun in your hands."
Lloyd: "All right! All right! I'll do it."
You watch as Lloyd carefully digs in the grave, pausing often to disarm several land mines and setting them aside. After a while Lloyd reveals a trap door with a ladder going down.
Lloyd: "I'm done, can I go now?"
Me: "Go down."
Lloyd starts to protest but thinks better of it. He climbs down the ladder.
Me: "Hey Lloyd, CATCH!"
You pick one of his land mine up and drop it down the hole. There is a loud explosion then you don't hear anything. 
This is just one example, but generally the dialog choices are top notch.
Erm ok anyway, those are my two cents. If you like RPGs but you haven't played those games, you really owe it to yourself to do so, you're going to have a great time.