I suppose that everything is mentioned, but hey, here goes:
Underrail is a great game for combat and exploration. Building your characters and planning how to beat encounters that wiped your ass is great fun.
If you like the Gothic series, I do recommend ELEX. It isn't quite up there with Gothic 1 and 2, but it's very enjoyably. The first Risen is also recommended, although that was released in late 2009.
You HAVE to get Blackguards. It's currently 90% off on Steam, which makes it €1. I really liked the character progression and fights were fun. One of my favorite Tactical rpgs in the last decade. I got the second game but gave up on it. They had to fix what wasn't broken and add some elements that were thoroughly unenjoyable.
The Age of Decadence is fun if you don't mind being locked to the one path your character is suited for, which means you'll need multiple playthroughs to see everything. The game isn't super long, so replaying it isn't a pita.
Dungeon Rats is by the same team and uses the combat of The Age of Decadence. While AoD is a single character game, this is party based and is purely combat focused. I'm currently playing this and having fun.
I'm enjoying Pathfinder: Kingmaker with a turn-based mod, but official turn-based support will be coming very soon. It's a better game than both Pillars of Eternity games. I'm not a fan of the kingdom management, which is acceptable, but not my thing. This is the game closest to a Baldur's Gate sequel in the way it plays.
If you don't mind Chinese rpgs, I have to recommend all of the games made by Heluo Studio. Check them out and feel free to ask me anything.
Iyt might not be liked on here, but I have a soft spot for Antharion. The writing is pitifully bad, but the exploration is fun and the combat is serviceable.
Atom RPG is popular on the codex. I have it in my backlog, so I can't personally recommend it yet.
Consortium is a sort of cool immersive sim. The scope isn't super big and it doesn't offer up may hours of gameplay, but it was an unique experience.
Dex is a cool 2D sides crolling Deus Ex. I'm not sure if that's your thing, but I had fun with it.
Dishonored, it's standalone expansion and Dishonored 2 are quite nice if you like the Thief games. They aren't rpgs, but good enough immersive sims. Play on the hardest difficulty and limit the use of your powers if you wish.
It's really, really slow, but in spite of that, I enjoyed Drakensang: River of Time. If you don't mind the Dark Eye ruleset and like party based games, try it out. It's much better than the older Drakensang game, imo.
If you're looking for a bit of goofiness, puzzle elements (albeit very simple) and not an overly long turn-based game, then I recommend The Dwarf Run.
Legends of Eisenwald is pretty cool. I think that the general codex consensus is that it was a good game.
Expeditions: Conquistador is another personal favorite of mine. This is the biggest surprise game for me. I did get it on release and all, but the writing was still the biggest positive surprise I have seen in any game. Combat can get repetitive and character building isn't super complicated, but the package as a whole is really well done. Expeditions: Viking is another game in the series, but this one is structured more like a regular rpg compared to the first game. If I remember correctly, the advancement of your characters is better in this one, but the writing is worse. I prefer Conwuistador over Viking.
Game of Thrones had a decent rpg. It doesn't touch much of the characters of the books/show, which is good. Its its own thing with a cool story and decent writing.
I had a love/hate relationship with Inquisitor. I liked the story and setting. What is a pita are all the mobs you fight and the amount of times you have to backtrack to sell your inventory.
I'd like to recommend Knights of the Chalice 2, but it's not for sale yet, and I think that it needs some tweaks before an official release for non-backers. I'm doing better on each attempt, but I am nowhere near to beating the game.
I haven't beaten it yet, or rather, I'm very early in the game, but Lords of Xulima is an interesting game.