All of Sting's RPGs are available through PSN. They are each fairly quirky but they have wonderful art and good stories.
Riviera: The Promised Land -
Somewhere between a visual novel and an RPG it is story heavy with quicktime events to get bonuses or choose paths. The wrinkle for the combat system is that every weapon you receive has a limited number of uses before it breaks so you need to manage your resources to end fights quickly so you don't burn through your attack options before you need them. Mastery of items is also tied to your stat growth so it is a balancing act. Fortunately you can increase your mastery in practice battles that do not use up usages for your weapons.
Yggdra Union-
A tactics game based on cards. Wonderful gameplay and a battle system that gets a lot deeper as it goes on. The game can be difficult after the first few tutorial missions but if you loose it gives you items that can be used to power up your cards before your try again.
Knights in the Knightmare-
A fusion between Strategy RPG and Bullet Hell (No Really), Knights in the Knightmare is probably the oddest game Sting has ever released. I don't think I can adequately explain how it works but each encounter is broken up into stages where you control a wisp and take over Knights who have died to try to defeat monsters. Depending on how well you perform in each stage you can change the story or unlock new knights to control.
Gungnir-
Probably the most straightforward game Sting has made that has been released in the West. Gungnir is a strategy RPG that is heavily influenced by Tactics Ogre and Final Fantasy Tactics. The game does introduce some of its own wrinkles such as a focus on unique items that calls back to Riviera: The Promised Land and also a time mechanic that can have effects on turn order and conditions on the battlefield, such as if the day turns to night for example.
Sting also provided art for the RPG Hexyz Force which is a fairly straightforward 3D RPG with two stories to play through depending on which character you choose at the beginning of the game.
Sting also apparently worked with Idea Factory on Generation of Chaos: Pandora's Reflection. I have never played this game so I can't make any recommendations regarding it.
Side note: For a while Dissidia Duodecim and Z.H.P. weren't showing up on the store so I'm glad to see them back and will happily add my recommendation for those.