From the OP, I've only played Bastion and Don't Starve (Together tho) and I found Bastion to be pretty boring. I only loved it for it's art and OST and with Don't Starve I only enjoy those games when playing with friends.
Braid and To the Moon have good plots
I got Bastion and Teslagrad, but I'll start them once I get the platinum for The Witcher 3
Also, there's Broken Age(not so sure this counts) for a good plot and you should try Guacamelee. It's a metroidvania with fun gameplay and ok plot.
