You might like Planescape: Torment. It has that weird blend of archaism and futuristic technology, lots of gore and death (the main character is essentially a living corpse), and characters who are elaborately developed and often humorous.
If you’re just looking for the best RPGs, you’ll want to try Final Fantasy 6-7, Chrono Trigger and Baldur’s Gate 2.
While not exactly steampunk, the Fallout games (and their precursor, another of my favourites, Wasteland) come pretty close to fitting the bill as a result of the limited technology available after nuclear war leads people to live more without it. The feeling is similar, with a little more Western grit than Victorian elegance. The violence is ridiculous and is a part of the game’s sublime humour. In Wasteland, text descriptions explain, quite humorously, the results of one’s actions; “Reducing the Biker into a thin, red paste.” Or the moment when it informs one, following the right sequence of actions, that one cannot continue in that direction, as “You’ve got your balls to the wall.” In Fallout, the graphic interface features character building options that serve no purpose beyond increasing the gore, which, in turn, is part of the game’s over-the-top, campy atmosphere.
System Shock 2 isn’t squarely an rpg or steampunk or humorous or violent (ok, I lied) but on the other hand it has elements of all these and you can jump right into its 1st person engine, especially if you didn’t play MM in turn-based mode.