What is the most “intellectual” RPG that I own…
After much thought I will say for me there is only one choice. MAGE the Ascension

I would argue that this game was put out well ahead of its time. And Still to this day can stand as a part of the WoD setting adding a wonderful twist of flavor to that supernatural world or on its own just as easily for the backdrop rule set for any heavy magic based game. What set Mage apart when it arrived in gamer hands was it s simplistic yet wonderfully simple manner to how it approached the casting of spells.
You are a mage, there is no spell book you are only limited by your own mind and the spheres of influence you control by what you can do.. So  a mage with the Force sphere could not magically blink across town form one location to another .. because it was not in his sphere of influence.  But he could Throw Lighting or crush his foes with gravity itself.  In time with experiance and training he might be able to learn Correspondence and learn how to blink around town but that was up to the way you wanted to develop your mage. The freedom was there to do just about anything a player desired.. if they were careful…The setting was in a modern time and reality itself would fight to keep the veil over the eyes of all that have not been exposed to the truth that magic still exists. So mages had to be careful.

In the Mage setting, everyday reality is governed by commonsense rules derived from the collective beliefs of sleepers. This is called the consensus. Most Magi’s paradigms differ substantially from the consensus. When a mage performs an act of magic that does not seriously violate this commonsense version of reality, in game terms this is called coincidental magic. Magic that deviates wildly from consensus is called vulgar magic. When it is performed ineptly, or is vulgar, and especially if it is vulgar and witnessed by sleepers, magic can cause Paradox, a phenomenon in which reality tries to resolve contradictions between the consensus and the Mage’s efforts. Paradox is difficult to predict and almost always bad for the mage. The most common consequences of paradox include physical damage directly to the Mage’s body, and paradox flaws, magic-like effects which can for example turn the mage’s hair green, make him mute, make him incapable of leaving a certain location, and so on. In more extreme cases paradox can cause Quiet (madness that may leak into reality), Paradox Spirits (nebulous, often powerful beings which purposefully set about resolving the contradiction, usually by directly punishing the mage), or even the removal of the Mage to a paradox realm, a pocket dimension from which it may be difficult to escape

Creating lighting from your hands All Emperor Palpatine like would likely bring down a terrible cost on a mage. But a creative mage could call electricity to burst from a wall socket and shock his target.. Making his use of magic appear to be more rooted in reality and far less dangerous to cast.
This example here was just part of the beauty of it. You had the freedom of creativity that most games up until this point had never been so bold to give a magic user. And sadly at the time was the games biggest downfall. SO many players tried the game but could not break the mental bonds of needing spell lists to do anything that I think the game never truly reached the audience that it deserved.

NOTE: So heading into Day 7 of the #RPGaDay month I decided to kill two birds with one stone. I would get my blogging chops back in the habit of Daily write ups and have a topic to follow that would make daily posting easier as I go for a bit. Also I here I feel more comfortable making a lengthy post as compared to Facebook where I was being brief and short .. because I could not just walk away and think about the question.