I've only played Strange Journey, IMAGINE and Devil Survivor.
Am I missing too much? =S
Have you played Nocturne? its very good. Also Devil Survivor its better than Persona in terms of story
Harder eh? I might like them then. Really wasy games are only fun if they have masterpieces for stories to me at least.
You won't regret getting persona 3 than. I heard that Persona 2 had the best story but overall was a worst game than Persona 3 and 4. I also here that Persona 3 and 4 have a better cast of characters.