Warhammer 40,000: Rogue Trader

An excellent example of how the Warhammer 40K universe should be.

This amazing RPG is set in the Warhammer 40K universe where you play as a scion to a titular Rogue Trader house - "noble" individuals granted a relic from the Emperor that charters them as freelance explorer, merchant and conquistador all in one. It's also set just far enough from the Imperium to give you problems which ever route you go: be it the traditional dogmatic "all heretics and xenos must burn", the nutjob heretical "I will gladly obey your cruel whims demons of the warp", and the foolishly hopeful iconoclast who "strives to treat all people and races with equality and respect".

While you can create your own custom party, you are provided a bunch of companions all eager to betray you or be betrayed by you at every turn story wise but are also very handy when it comes to the XCOM type turn based combat that you will frequently find yourself in, despite of or because of your best and worst intentions. Some of these combats are super tricky too, and that goes doubly so for the space combats where you pick what stations your companions are manning and are often outnumbered with your one ship to however many the enemy fleet has ready for you. 

I especially loved that comparing my play through to that with Jim's was a totally different experience which means your decisions actually have impact on the story, as any good game should. Player agency, tick! The game is also pretty lengthy with a lot of side stuff that is interesting, rewarding and fun (especially for masochists in some combats).  Awesome game, highly recommended!