I know what you mean....
My fave is probably Dragon Warrior III. I LOVED experimenting with different party combonations at the beginning of the game. I spent entire weekends starting then restarting until I found one I liked, Hero - Fighter - Pilgrim - Wizard (Actually, I think that is the recommended party on Dragon's Den??). The GBC remake was the best as well. I upgraded from my old game boy to a GBC just for that game and it was well worth it.
DWIV does have some cooler moments (Taloon's shop, cooler boss, etc.) but III is still my favorite.