The Sega CD / Mega CD RPG Library

If you ever decide to fire up that Sega CD or Mega-CD you bought in the early 90's again, you may be interested in Racketboy's detailed list of the best role-playing games available for the system. Notable mentions include Shadowrun, Dark Wizard, Might and Magic III: Isles of Terra, Eye of the Beholder, and Dungeon Master 2: Skullkeep.
The direct sequel to the hit RPG Dungeon Master, Dungeon Master 2 is considered one of the most impressive dungeon crawling RPGs on the console, though a considerable amount of the game doesn't take place in a dungeon at all. The plot revolves around the player racing the forces of evil to collect parts of the Zo Link, a device that can open doorways to alternate universes. To do this, he must pick from a team of warriors to aid in his quest.

The game itself is gorgeous, with well done sounds effects, and the world is fairly open in terms of what you can do. The interface takes a little getting used to, but once it's understood, the game flows fairly smoothly. As for leveling, if you've ever played an Elder Scrolls game, it's the same idea: you must level skills to level your characters. Of course, said skills are generally raised in combat, so have your characters do what they normally would do anyway, and leveling should be a breeze.