If you get Neverwinter Nights, you can try my module, Deke’s Dungeon Crawl. It’s pretty silly, but lots of people like it, and you get to kill a character named after my soon-to-be ex-wife. It’s pretty dated, but when I finished it (about a month after the game came out) it was somewhat ahead of the curve as far as features and size go.
Mmm, old-style RPGs. Most of the ones out lately have a bit too much in the way of reflexes required to be much fun for me. Baldur’s Gate II was better after I turned on all the “pause game here” options, but still a little annoying. And then most of the other newish ones won’t run on the machines I’ve got right now at all, so I can’t offer opinions there.
My suggestion for something recent that’s more like the old Ultima games would be the Avernum series or anything else from Spiderweb Software. Those are lots of fun (and cheap, too), with a big honking world full of characters and places to explore and stuff to do. The graphics aren’t all that exciting, but they’re not painful to look at. The demos aren’t stingy, either, and there’s plenty of good gameplay just in those. Anyway, that’s where I get my single-player RPG-with-interesting-story fix now that there’s not really anything on the non-shareware market comparable to, say, Ultima 6.