I'm definitely going to give Gears a shot one day. Saga is a bit daunting because of how huge it is and I've heard not so great things about parts of it.
Xenoblade worked so well for me not only because the story was fun, but also because the gameplay is great and the world is unique and cool as well. It's really sad that XCX throws out 2/3rds of what I liked about the original.
As much as I like Xenoblade and the whole franchise, I think its the worst of the three main Xeno entries. While Xenogears and Saga are much more scripted in what you can explore in the world, the universe and the writing in general are far more interesting and ambitious in what the games both set out to do. The mecha combat in Gears and Saga adds such a large amount of style and depth to the combat which keeps it really interesting. Xenosaga 3 especially with its dynamic camera angles and mecha customization (rockets, gattling guns, one sword, dual wielding, engines, frames, and so much more) makes it feel like you're actually playing a Gundam anime (which was Takahashi's main inspiration for the mechs and their designs in these games).
Xenogears is an easy recommend, but Xenosaga like you said is much more daunting. That game had some serious development issues in its first two outings, but man that third game is really something special.
Xenoblade is a fantastic game and easily a top 5 game on the Wii, but between the gameplay, writing, universe, art, story, characters, and especially music, its a pretty massive downgrade from Xenosaga 3.
Edit: I don't wanna come off like I'm bashing on Xenoblade because I have way more positives to say about that game than negatives, but I'll just say my biggest issue with the game is how it turned a franchise known for being a sci-fi RPG with some fantasy elements into a fantasy RPG with sci-fi elements. We don't get enough sci-fi RPGs in comparison and I'm glad more than anything that Xenoblade X is returning to a more sci-fi themed experience.