I am an avid RPG player and the bulk of my games library is rpg games. You're right on with baldur's gate, it's a good game graphically, but the pace of the game is slow. So like you it failed to hold my interest for very long. Speaking of slow games, unless you like wait and see, or run like a turtle features stay away from Pools of Radiance: The ruins of Myth Draynor.
One of my favorite RPG/Strategy games is the Heroes of Might & Magic series. I have yet to find a game with more "just one more turn' power than that. (Before you bash me for placing HoMM before SE4, Remember we're talking about RPG games, and IMHO SE4 is a 4x space game.)
HoMM3 is the best one in that series, #4 looks nicer but has many things that detract from the gameplay. (this has more to do with my personal playing style.)
I would also recomend Might and Magic6 & 7 (forget 8 and 9 they were a bit disapointing.)
My 'A' list of RPG Games looks like this..
# 1) Ultima 4
# 2) Dungeon Master
# 3) Lands of Lore
# 4) Betrayal at Krondor
# 5) Sundog: The Frozen Legacy
# 6) Heroes of Might and Magic
# 7) Might and Magic 7
# 8) Might and Magic 6
# 9) Morrowind (huge game level gain is a bit slow)
#10) Diablo 1 & 2 % LoD (good Hack 'n Slash)
I heard that 'Age of Wonders is a very good game' and also heard good things about Neverwinter Nights and Planescape Torment. I will eventually get these, I'm just waiting for them to fall into the bargain bin.
$0.02 from me to you, Cheers!