I am looking for an RPG but have no idea where to start. To be a bit less vague I'll put a list of ones I liked and one I didn't
Liked:
Fallout 1 + 2
Baldur's Gate 1 + 2
Witcher
Torment
Bloodlines
Arcanum
Deus Ex
System Shock 2
Disliked:
Gothic 2 (the controls)
Stonekeep

Hmm, the super mega compilation edition of Neverwinter Nights (diamond or platinum or something WAY cooler than gold) could be a good pick, apart from having a lot of adventure, you get Hordes Of The Underdark which is simply awesome. The original campaign isn't anything special but you get more out of Hordes if you've played it.
NWN2 and Mask Of The Betrayer would be an equally great pick, loved those games.
Icewind Dale was apparently not that popular but I rather liked it

The Elder Scrolls III: Morrowind, or IV: Oblivion.

I'll check out Icewind Dale. Forgot to put Neverwinter Nights 1 and Oblivion up there, liked the former but absolutely hated the latter. Never tried morrorwind but after Oblivion its hard to justify the purchase.
With that said could I get some more obscure recommendations or ones off GoG? Most of the mainstream ones pop out at you while maybe the indie ones or cult classics slip under the radar.

If you like emulators, LUFIA series is excellent. If not, I can at least offer you the idea of buying Half-Life 2 and getting teh Age of Chivalry mod for it. It isn't 'RPG' as it is more of a medieval frag quest. Still, best RPG like MMOFPS mod on Steam.

Gorky 17 perhaps?
http://www.gog.com/en/gamecard/gorky_17

Since you listed System Shock 2, I'll recommend Stalker: Shadow of Chernobyl. It's a smidge busted, but other than that it's a smart, challenging blend of RPG and FPS. I also assume you like being scared, and there's nothing like wandering around and stubling aross an Anomaly that screws with you, or some monstrosity that proceeds to gank you.

Loved STALKER and will probably be getting Call of Pripyat the first week if it isn't bug ridden. Didn't even think to add it :P.

There is a mod that ups the graphics and such.

Arx Fatalis... good first person, dungeon crawl RPG.

You could give the Ultima Underworld series a try...without them we would not have had Arx Fatalis..

There is an Ultimate Dungeons & Dragons compilation put together by Atari. That includes all the Baldur's Gate & Icewind Dale games, along with Neverwinter Nights and ALL its expansions. Many others too. A great collection that I found for a piddly £13. From an RPG fans' point of view, it's the best compilation there is.
You may also like Dark Messiah, which is like a fantasy version of Deus Ex. The combat options are impressive and it certainly beats Oblivion on that count. Although it is much more linear,like Deus Ex.

I second Arx Fatalis, available here for a paltry $5.99.
You said you liked Neverwinter Nights, so if you own the game and its expansions, you could check out the fan campaigns at the Neverwinter Vault, some of which are better than Bioware's own efforts. Tales of Arterra and A Dance with Rogues are two that I really liked (warning: the latter is extremely sexually explicit).

Hahaha! A Dance With Rogues ...
And STALKER is an RPG hybrid now?
Anyway if you liked something a bit more combat oriented, you can try the two Icewind Dale games, The Temple of Elemental evil and the very recent Knights of the Chalice. It also depends on what bugged you with Oblivion because maybe Morrowind might be worth a try but be aware that the exploration is the best part of the game, with a very rich and alien world, something Oblivion failed at, while combat and conversations are lackluster.
Divine Divinity is also pretty cool. It starts off as a Diablo clone but after you leave the first village (and the first dungeon), the game has a lot more to offer. Starting and ending areas are boring but the huge middle part is good.
As for Neverwinter Nights, the OC is (b)anal/shit/boring, Shadows of Undrentide is decent but not very special, Hordes of the Underdark is nice but not terribly special either. NWN 2 OC is a decent generic fantasy romp but again not really special, but Mask of the Betrayer is probably the best CRPG that came out these last years, you can even bypass the OC and jump straight to the expansion if you wish. Oh and Storm of Zehir has some good ideas but a questionable execution at times, I found it fun but it might not be to everyone's taste.
Like dungeon crawling? Try Wizardry 8!
Else you can go look to older games, like the Realms of Arkania serie, or maybe even Might & Magic III, IV and V.