If you're a fan of the NWN style games, you may or may not like some of the hack-n-slash style RPGs like Diablo, Nox, and Throne of Darkness, all pretty similar, Diablo is the classic, with simple point and click combat, but randomly generated dungeons to explore. Nox isn't random but the world is really fun to explore and is very pretty, plus the three classes offer completely different story arcs. Throne of Darkness is pretty big, and gives you 7 characters to control (4 at once) and you spend lots of time character building.
If you love the Baldur's Gate games, also look into Icewind Dale and it's sequel. Planescape Torment is GREAT, in order to run it just type Planescape Torment and your OS into a search engine, there's great guides on the internet to get your computer able to run these games. Torment is less about combat, although it is present, it's more about story, and there is a TON of it.
If you really want something immersive in story and lore, I'd go for The Elder Scrolls: Morrowind. Oblivion, it's sequel, has incredible graphics, improved combat, physics, and AI, but is a serious step down in terms of immersion. Morrowind lets you create your own class, using a combination of 10 of 30 skills, and 10 races to choose from with their own perks and weaknesses. It gives you FULL control over your character's customization and you can be a mage wearing heavy armor, or a thief using a battleaxe, or a slick tongued merchant. Morrowind is incredible, and I've invested well over 1,000 hours into it through many playthroughs and STILL not seen everything, the world is huge, and gives you tons of secrets to explore, and it's hand crafted, everything is placed. The main quest takes a good 30-40+ hours to complete, and that's only scratching the surface of the game, there's hundreds of small side missions you can perform for people, and about 15 factions you can join and rise to the highest ranks by performing duties, earning excellent item rewards and even in some cases your own stronghold to live in. The lore of the game is excellent with TONS of books to read, and you can spend an hour just talking to ONE person. You can use any kind of weapon or armor, enchant your items, even create and use your own spells.
Plus, if you get the PC Game of the Year Edition (which I STRONGLY recommend) then you can experience the two expansion's and their content PLUS have access to thousands of mods that do everything from add a new item to the game, new quests, dungeons, houses, companions, some even completely re-do the game world and give you a whole new adventure.
Enough fan-boi-ism on that.
Other CRPGs you might enjoy:
The Exile/Avernum series by Spiderweb Software
Disciples (Actually part RPG, part Strategy, but VERY fun)
Lands of Lore Series (First-person maze-like crawler, really fun)
Betrayal at Kronder (Old game, still lots of fun if you can get the darned thing to work!)
UnReal World (http://www.jmp.fi/~smaarane/urw.html
) This is one of the most detailed and character driven RPGs I've ever seen, but instead of fighting monstrous hordes, your goal is Survival, you have to find food, shelter, water, you can build up TONS of skills, and chop trees and mine rock to build houses, go hunt for food, trade with villagers, fight evil warriors, VERY fun but the interface can be a little... lacking at times.
best dragon invasion ever!