I'm a fan of the Borderlands games, and while I haven't gone all-out on any of them, 100%ing everything, I have enjoyed the aesthetic and the "ooh, piece of candy" feel to getting new guns and upgrades. And playing MP with my friends was a real plus.
I'm also a huge fan of the old LA adventure games-- Monkey Island, Day of the Tentacle, Sam & Max, Full Throttle, Grim Fandango-- even Loom and The Dig. I love storytelling to a fault. Also I love Telltale.
Tales from the Borderlands is now on its third episode out of five. I recently bought it because of the Steam summer sale, but you can still get it there for a little more.
Tales from the Borderlands is absolutely great. The gameplay is very different from its originating series (as you might expect for an adventure/story game based off a shooter), but the story-- and more importantly the characterizations- are spot on.
There were many parts where I laughed out loud due to the ridiculous situations you came across and the subversion of series tropes that happened when someone actually decided to say in words, "that doesn't make any sense at all." And it is hilarious. Recommended.