I think that's really just a Final Fantasy trope. The Tales series only has two MC's that could be classified as emo. Tales of the Abyss and Tales of Symphonia Dawn of the New World. Go with Xilia or the Symphonia HD collection.
Legend of the Sky is a good one as well.
As for Persona... *glares at PS3* I'm... going to probably end up buying it after my exams...
To be honest I can't quite figure out what makes these games worth checking out, everything I have seen of the games seems to be style over substance that looks like it was made to appeal to the teenage/tween market, perhaps that is an unfair appraisal but I just have not seen anything about the game that gives me the impression that it is worth playing.
What is it about the Shin Megami series that makes it worth checking out (Persona is a subseries of it right?)? What can I expect from the game? What exactly makes it a must play and how is it any different to your stock standard JRPG?