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Steepest learning/skill curve, most complex mechanics?
I'm going to try something new, and see if I can't run into the game I'm looking for accidentally by looking primarily for things that should happen as a coincidence of being the game I want. (I won't even quote my epic novel of a previous thread because it will lead people away from this new direction! 
)
Throw some games at me that are hard to learn (but play well once you do learn them), and have fairly complex skill, stat, item, or whatever other mechanics. The game should not get any easier in spite of learning the mechanics or leveling up. PvE focused over PvP is still my preference.
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FFA Nonconsentual Full Loot PvP ...You know you want it!!
Just the beta. Did they add a lot on to it since then?
EVE Online is generally accepted as the MMO with steepest learning curve (although most of it is only stuff you really need to learn if you want to participate in PVP in that game). As far as a game staying difficult after you learn it I'm not sure. Most games get easier after you learn ins and outs of them (I can't think of any that I've played that don't actually).
Age of Wushu / Wulin.
It doesn't explain much, you need to learn priorities and tricks of each skillset as you get owned by it.
That said, P2W is a thing now in those games.
Feel free to use my referral link for SW:TOR if you want to test out the game. You'll get some special unlocks!
Eve comes to mind...many people love it.
FFA Nonconsentual Full Loot PvP ...You know you want it!!
Age of Wushu after years in the genre and years of being jaded, Wushu made me feel like a newb. No one knew everything. I was learning until I quit.
EVE, unfortunately. I have a well developed main character and one on a second account that handles cloaky scouting and industrial stuff. Its method of PvP is what makes it hard for me to want to go back - specifically, the effect that the mechanics that encourage PvP have on the style of play for most players. You can't access the best PvE parts without going through PvP to get there. When I say that I prefer a PvE focus, this is what is meant. (If EVE were to add another 10,000 star systems or so, or some dynamic non-main-faction PvE content that affects PvE and PvP everywhere, I'd be all over it.)
If I could find the depth of interacting mechanics and economy of EVE with an actually complex skill system and crafted items/item customization, but in the fantasy or sci-fi dungeon crawl-y style, that would be more ideal.
Not big on second-hand MMOs (that is, actual developers are not located in the market in which I am playing the game - largely applies to licensed versions of Asian MMOs), but I will download and try all three other suggestions before writing any off.
Thats what I would have guessed too. That should be helpful to people trying to suggest games. I always wonder why people don't check first to see if the person has listed the games they have played.
Going to be tough to top EvE in that category though. There is certainly nothing that I know of, unfortunately.
FFA Nonconsentual Full Loot PvP ...You know you want it!!
Wurm up, Wurm down. Controls seem like they were put together by someone who had heard of MMOs, but never actually played one. Didn't even get out of the tutorial area. Didn't get the impression that the PvE was particularly expansive, given the emphasis on "the players make everything in this game!" plastered all over the site. Other two are still downloading.
Anarchy online?
Are you sneakily looking at my screen as I'm downloading these? Before you posted that, I had started AO patching (had it installed from some months ago) so I could check out the server population.
Tried Age of Wulin next. Way, way too much juggling the interface and not enough playing at the start. Is it wrong of me to invoke Pokemon as a guide? Any kid can pick up the game and get somewhere just by using whatever he catches or thinks looks awesome, without regard to stats or mechanics. The competitive battler learns how everything works, how everything interacts, and how to use that to his advantage. The kid probably loses 99% of the time, but nothing says he has to battle that guy every time either.
I'm looking for a game that is complex in that it is difficult to become good and stay good at it. If I want to read a 100 page manual to get started, I'd go play an overly complex tabletop game (and I already own a few of those as it is.
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So, yeah, chess can be a good example, except that the pieces don't have gear that gives them various magical effects that can be customized, or do quests to help train their skills. (Although that sounds like an awesome concept for a MOBA.)
hah nice, I was just listing the most in depth complex learning game I ever played. I too updated after I posted that, unfortunately it hasnt held up over time as well as Asheron's Call or EQ
You ever play AC2, thats pretty complex itself
TSW makes my head spin.
Edit:
DDO crafting makes me gouge my eyes out.
AC2 didn't seem to have anything on AC, both of which suffer from population problems. (Too concentrated at the high end.)
TSW is too "on rails" for my liking.
I played DDO for at least six months when it was still subscription only, and some after free to play (although I subscribed then as well.) It used 3.5 (mostly), which is great, but had no evil characters, too many instances, and not enough content to level up without repeating any. Grinding yard trash is better, at least a small amount, than repeating quest-y story bits. At least with CoH, there was some randomization to the dungeons for those repeated missions.
I was trying to avoid getting into the reason I wasn't going back for too many games, lest it eliminate every possible suggestion. That was the whole point of the new approach to seeking suggestions.
There's no reason you'd want to be evil. Alignment is not a big deal in DDO other than dictating a very small amount of equipment you can wear. If you want to roleplay as evil you can always just roleplay whatever way you want. The alignment you choose for your character has no bearing on it.
They've added a lot of new content in the last few years. Pretty sure you can level up without repeating any content (if you're willing to spend some money to unlock all the adventure packs or pay a $10 sub). Best character creation in any MMO by far. It can be super complex if you don't use any guides and try to figure out a character build that works completely on your own (there are player created guides and dev templates you can use if you don't wish to do this).
The really cool thing is that going with a different build will often give you a completely different playstyle and not just slightly different stats so there's a huge variety of types of mages or warriors or other classes you can play just like in the tabletop game.
I actually tried DDO just before TESO launched and I was really surprised at the great character customization, level design, and the AI.
Unfortunately after level 5 or so I just had to keep grinding instances over and over (even though I had a sub) so I ended up quitting. I am also a sucker for good graphics and the game is just a bit too dated in that way. However, it really felt like playing D&D -especially the first few dungeons.
Sorry, but what are you even trying to say by this? Pokemon is a single player game at its core, it really can't be compared.
Yes, Wushu has a bad interface that you need to get over. But you were asking for complex games with steep learning curves, not for friendly UI's that tell you what you need to know.
AoW is and remains one of the only games I've played where a veteran player towers above a newbie player with the same stats because of experience with the fighting. Much like chess indeed, except that the devs have sadly opted to have P2W (which is a valid reason to denounce the game).
Similarly, many of the games here are not easy to pick up. Because that's what you asked for: deep and complex. If you ask for that then judge the games mentioned in the first few hours, you won't ever find what you're looking for.
Feel free to use my referral link for SW:TOR if you want to test out the game. You'll get some special unlocks!
http://ddowiki.com/page/Quests_by_level
You shouldn't have to grind the same instances over and over unless maybe playing some odd build that doesn't solo very well. Sub allows you to run everything at elite first time through. Some stuff requires a group if you want to run it on elite anywhere close to its level but there's still always the option of just doing it on hard or even normal.
The game is showing its age graphically. I won't argue with you there.
All games have their little nuances once you start getting deep into the mechanics. Even something as simple as WoW has a pretty dedicated community to Min-Maxing all the fun out of the game (for me, not for them) in an effort to be 1% better.
I don't think you need to nescessarily look for something with a steep learning curve, I think you just need to find something that interests you and is fun for you, and then getting down into the details will be something you enjoy just doing as a part of playing.
This game was a gem and once my favorite.
I stopped playing when all the people I knew moved on and it had just boiled down to 2-3 of us left. Just sort of lost interest from there, But if you can get hooked in with the right Org. The game has some seriously complicated character building methods. Equipping gear is based on prerequisite stats and not levels. It's amazing what some people have figured out and how they have gotten high level gear on low level characters.