Damnit! I was going to suggest Age of Conan, and was getting excited no one mentioned it yet so I could claim the prize.
Anyways, I agree this is a great MMO to try. I will expound upon some of the reasons in hopes of sharing the prize when you do eventually choose this game to play.
1. Great graphics. Even though its a few years old, the graphics blow other MMO's out of the water. When it first came out many machines just couldn't run it.
2. Gritty, dark, violent atmosphere. I'm not sure if you're familiar with the Conan universe created by acclaimed (and possibly schizophrenic) author Robert E. Howard in the earlier 1900's...but the game fleshes it out very well. There are no fairy quests or candy-colored reward items. It's got dark gods, gory combat, and uncensored tits. It's high adventure in a low fantasy setting.
3. It's got the other things you're looking for (A marketplace, persistence, addictiveness, and a compelling story) but the best is the combat system. There is no "click. auto-attack. yawn." Instead, it keeps you involved with directional attacks and combos, dodges, and plenty of blood.
I highly recommend it!!