Well P3P is definitely stronger considering the gameplay, but if you can deal with an AI party, then I suggest P3Fes. I mean, its not like you don't have any control, you can still ask them to focus on healing or support, you just don't have a direct say in what they do. Also, Fes has The Answer, the 30 hour epilogue that is hugely important/difficult. Unless you're interested in the female route to see the different social links, then the story aspect of Fes is superior in my opinion.
I wouldn't recommend skipping out on Yakuza based only on us not receiving Y5. Each game holds its own story-wise until 4 really. Y1 did kind of set the stage, but Y2 was definitely playable without Y1. Y3 made a few references to the first two, but they weren't totally necessary (3 was actually my first one). And then if you really wanted to just jump ahead to Y3, it has very nice and detailed recaps of both 1 and 2 and you will be completely filled in. Then as far as Y4 goes, towards the end it really starts carrying itself on events of the first few games, but again, if you want to just jump into 4, it also has recaps of the first three games. And each game has an ending, so you won't be left incomplete when you beat 4 just because we didn't receive 5. So basically I'm saying, Yakuza is very worthwhile even without the newest entry.
There are a lot, but I'll try to hit the big ones. I really enjoyed the Zero Escape series (999 and Virtue's Last Reward). The Last of us was fantastic as well, I generally enjoy anything Naughty Dog puts out but that was by far my favorite. I'm not big into fighting games, but I LOVE Blazblue, such a deep and complex story. Then there is Metal Gear Solid, those are great too.
There are so many more I want to mention, so I just will. Telltale's Walking Dead, Ni No Kuni, Radiata Stories, No More Heroes 1+2, Fragile Dreams, Eternal Sonata, Team Ico games, To the Moon, Quantic Dream games (Indigo Prophecy was great), and I enjoy some visual novels such as Clannad and The Devil on G-String.
Man, there are even more too, but I really don't want to bore you with a long list of every game I've ever enjoyed. I guess I like Final Fantasy, to an extent. My favorite was honestly FFT: The War of the Lions, then I also liked 7-10. Versus XIII (or XV, whatever) really looks like it will be Square's saving grace, it looks amazing.
Okay your turn, lay your favorites on me!