Final Fantasy XII has some of the same feel as DQ9. It has a big open world, some people have said it reminds them of playing an offline MMORPG. The characters are customizable to a point: you can build the characters any way you want, as far as what type of weapons/armor they can equip, and what abilities they can use.
I also really like Radiata Stories. It is an action RPG, but there is a lot of customization. Although you can only control the main character, you can choose how he fights and how he looks and a big draw of the game is the amount of recruitable characters that you can put in your party (over 100).
There's also Persona Q out now for the 3DS which I'm sure you've heard of/played by now if you like both SMT and Etrian Odyssey
I do agree, there should be more in the way of JRPG/console-style RPGs with customizable characters. There is also Class of Heroes for the PSP, which is similar to Etrian Odyssey but more roguelike in that you choose your party at the beginning, etc. I haven't played it much but many people have recommended it if you like Etrian Odyssey.