What RPG's (J, W, or A) let character utilize or build around guns as a combat option or as the central gameplay?
Playing like pic related is not necessary, but is a bonus. I already played Arcanum and Alpha Protocol.
As for JRPGs:
SaGa 2/SaGa 3(the DS remakes even more so)
SaGa Frontier, guns are very good in this one
Metal Max, you also get to ride tanks, guns are the best option when you're not on your tank though.
Tactics Ogre, kind of, since guns are rare and the original game doesn't have much going for them, the remake makes guns more viable but you get those late and by the time you get those rolling spellcasters invalidate anything else.
Parasite Eve/Parasite Eve 2
PSO has an entire class devoted to guns.
There's also a lot of obscure and frankly mediocre JRPG for the SNES which feature guns, like Idea no Hi or Maten Densetsu, but they're frankly so boring and uninspired I wouldn't suggest you to play them or learn japanese for them. An exception to that might be Laplace no Ma, because it's basically a lovecraftian horror JRPG, so if you're a fan of Lovecraft's ghost stories you might want to check it out, I don't know whether the english patch for that is good because I played it in moonrunes though.
Certain Lunatic Dawn titles like Lunatic Odyssey or Lunatic Dawn 3 have guns in it and they're pretty viable too, but they're only in japanese.
Fallout is probably your best option when it comes to WRPGs.