[Proto]

I'd like to suggest Scrapped Princess from BONES.... even though I didnt like the ending it is one of the finest works you can find out there in this genre

Another option would br Junni Kokki, although it isn't really an RPG-ish set up (if i had to associate it with a style it'd be strategy) it is set up in a fantasy world that is pretty well constructed down to the smallest detail. This series is in fact my #1 in my anime list.

About comedy style anime the only one I have manged to bear (I'm not exactly a fan of the genre...) is Azumanga Daioh!

 

[Proto]

Dunno... I quite loved the Tales of Ethernia game but the anime wasn't all that good IMO... (mainly due to the fact that the whole series is a big promo for the game, where 80% of the chapters are plain fillers)