I'm only halfway through AC2, so I can't judge fully yet, but that said...

If all you're talking about is story depth, I really don't think Dragon Age has much to offer. It's extraordinarily standard fantasy stuff. Ragtag band of adventurers, save the world from a dark and ancient force that wants to destroy the world for no apparent reason, blah blah, yawn, stretch, wake me when it's done. They're both equally well written and voice acted (speaking in terms of dialog, not plot). The main difference is that you get more with Dragon Age. It's a conversation driven game, whereas Assassin's Creed 2 is a gameplay driven game. The characters have more depth in DA, but largely because it lasts 60 hours and they spend a lot of time talking. The characters in AC2 are great, too, but it's like stacking movie characters up against ones from a book.