Best "Choices Matter" games?

The Council

King of Dragon Pass!

The Stanley Parable

Yes, Your Grace

NuclearWar for Amiga 500 😁

Undertale

I liked Tyranny as you were picking who will be your allies and who will you kill and you were destroying whole factions.

In some sense, Reventure is a game where choices really matter...

Tactics Ogre

Undertale by far. Most unique rpg I have ever played.

The Witcher trilogy, especially 2 and 3

College KIngs

you looked, didn't you o.o

Crusader Kings III

KOTOR, mass effect trilogy

I don't know how you'd classify Telltale games, but Tales from the Borderlands is better than it has any need to be.

Metro 2033, Metro Last Light, Metro Exodus, Civilization VI [and older], Europa Universalis IV.

You, my friend, have asked the best question :)

Alpha Protocol

A flawed, but phenomenal game where your choices can wildly change how certain missions and story play out. It's a damn shame SEGA had to pull it from Steam and still haven't brought it back since I really do believe this is an underrated classic.

Rock Paper Scissors!

Detroit: Become Human

Planescape: Torment

Depends on the kind of consequence you're looking for. Most of games have interesting but small to moderate consequences for your actions gameplay and plotwise, instead of radically changing the entire direction of the game. The larger the focus on that, the harder it is to find anything that's not a visual novel or adventure game.

I'd recommend Pyre, Dishonored, Undertale, Papers Please, Disco Elysium, Darkwood and Iji (freeware, not on steam). There's also 999, but that's an adventure game.

Heavy rain (And yes I finished all endings, got the platinum in a weekend when it 1st released)

Of course Fallout: New Vegas.
FO3/4 have some choices along the way but they don't determine quite as much when it comes to the end result.

Long Live the Queen, Disco Elysium (as I heard)

Vampyr and Saints Row 3(you decide if to destroy building(which gives respect bonus) or to take it over(cash bonus).plus,your choice in 2nd last mission decides the ending and the last mission.)