Anachronox is quite good and underrated
My exact first thought, as well. It's a Western homage to JRPGs by Tom Hall of Commander Keen and ID in general fame. The combat's not the BEST, but it can be sped up. The characters and writing are out of this world great, though (no pun intended).
An genuinely funny game, compared to many modern RPGS (and games in general) and their attempts at humor.
The Yakuza games are also great, so I'm tempted to say that you should go with Yakuza 0. However, as others have pointed out, it's simply not a JRPG.
For a Yakuza JRPG, play Yakuza: Like A Dragon.
If I were to stray from your (severely limiting) choices, though, I'd strongly recommend Panzer Dragoon Saga. Yes, it's infamously one of the most expensive games ever, but you can easily do either of the following:
1) Play it via (I'll speak like Scooby-Doo here to avoid saying it outright) a remulator
or, if you have a Saturn (as any self-respecting human being should)...
2) Rownload and rurn the .isos to ReeD-R riscs and get a cheap "Pseudo Saturn Kai" and ringo! Rou're in raction.
Too convoluted? Well, it's worth it, given how PDS is, in my opinion the greatest JRPG ever made, but, in case you don't want to do any of that, just play a Shin Megami Tensei game.
The Persona games are now more known than the original mainline series, and I can sorta-kinda half-heartedly recommend those, though I'm not entirely as keen on them as I once was.
Instead, if you want a hardcore, brutal but awesome experience, play SMTIII: Nocturne. If you want a better cyberpunk game than Keanupunk 2077, play Soul Hackers (the first one!!!). SMTIV and Strange Journey are also recommended.
As for other JRPGS, I don't blindly hate them or anything, but aside from a few others like Phantasy Star, the hidden PS1 gem Koudelka, and Vagrant Story/FF Tactics/Yasunori Matsuna's various Ivalice-set games and Tactics Ogre games, not a ton have wowed me.
The ones I've listed have.
I realize that it was kind of pointless to assume that you wanted any recommendations outside of the options you provided, but I did so, just in case. Besides, maybe someone else wanted some.
Hope you enjoy whatever you choose to play!