Coming hot off of Silent Hill 3, that game had a protagonist (Heather) I could just never get attached to until maybe the last few hours. I can say with certainty that I really liked Alex as a character and the supporting cast was done well enough to help propel him even higher. Alex is much more than a one dimensional character and it shows right off the bat of the game.
I remember following the game's development closely back then, after having played the impressive, but noticeably work-in-progress demo. The developers sounded extremely proud when they talked about building a game with no loading times, and reviewers did highlight that.
Ah yes, that brings back memories. I had good times with Soul Reaver.
Not so much with the sequel, however. You mentioned a "complex narrative", but Soul Reaver 2 is one of the worst offenders of keeping that narrative cutscene-only. Almost everything interesting in Soul Reaver 2 happens non-interactively.
Beyond the Nintendo franchise titles: Shattered Memories, Dead Space: Extraction, Little King's Story, TvC, Muramasa, Sin&Punishment 2, the No More Heroes and Red Steel 2 and obviously Xenoblade are a good place to start.