The Evil Within 1, especially the story aspects of it. The story of TEW1 made perfect sense if you were willing to put the work in, just like old Silent Hill fandom did way back when the games were first released. We take Silent Hill's stories as givens now, but that's only because a very dedicated community did a lot of heavy lifting back in the early 2000s. And honestly, TEW1 has some of the most intricate and interesting worldbuilding I've seen in horror games in a long, long time. The way that it's tied into the characters' personal stories is brilliant.
Silent Hill: Homecoming. I don't think a lot of people fully appreciate just how cathartic this game is for people like me who grew up in extremely abusive households but never got over that feeling of still wanting to be loved and accepted by your parents, no matter how shitty and awful they were to you. Alex Shepherd is precious to me on a very personal level. The game also has some of the most stand-out musical tracks in the series, and some (not all) of the level design is breathtaking.
Final Fantasy XIII. Other people have already gone into detail about this game, but I honestly find that it's my second favorite Final Fantasy in terms of combat (behind 10). The story is no less convoluted and stupid than any other mainline entry to Final Fantasy, honestly. It's presented differently, but I like its presentation. It's very reminiscent of [good] fantasy novels, where they just throw you into the world and the story, and you come to understand terms, concepts, and worldbuilding through context over time.
Dark Souls 2. Best PvP in the series. 1v1 me if you disagree.