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I was in here preparing to recommend a few games... and saw UV's post which contained all of them. Basically, "seconded to everything", but especially the Shin Megami Tensei series.
Same here... as soon as I read "Tactics RPG" in the OP I was all "OOH, OOH, DISGAEA". I have more to recommend from the same company though.
Have you looked at Phantom Brave, or Soul Nomad? They've got more of an injection of serious story than the main Disgaea series, and they have very unique game mechanics. (You can fuse people together in Phantom Brave, or items to people, or items to items...) Soul Nomad has a squad-based system, sort of. Up to nine individual units get shrunk to a single unit on the battlefield. Plus, Gig is just hilarious.
Of the two, Phantom Brave had a Wii remake/port, and is much much easier to find. You'd probably have to buy Soul Nomad online. The latter is highly recommended though, I just finished it yesterday. (As "finished" as you want to call finishing the main story in a Nippon Ichi game... okay, I'm rambling now)