STALKER: SoC, Battlefield 2142, Penumbra: Overture, Psi-Ops: The Mindgate Conspiracy, Advent Rising, BioShock, Second Sight, The Thing(Not F4 related), Pariah, Riddick: Escape from Butcher Bay, Diablo 2 bundled with Ground Control 2, Quake 4, Halo 2, Lost Planet: Colonies, Hellgate: London and Kane and Lynch: Dead Men.
These are the games I just bother to list. I bet it'd be longer in reality, but some games actually taunt me for months when I go just "window shopping" I believe is the term. Most of these games I play through once every once in a while for the hell of it, some I regret, like Pariah, Halo2 and the unnamed others. Games I haven't finished, for instance are both Diablo2 and Ground Control 2. They were bundled and dirt cheap. I bought the bundle for GC2 since I didn't really like D2, man oh man did they up the ante on complexity with GC2. Penumbra just scared the hell out of me.
I actually only research very few games, mostly because for fear of spoilers that the trailers give these days and I hardly care about what critics think. I'll be my own critic. So I usually build up a "game budget" I guess and then go out, roam game stores to just find something that catches my eye and then locate the best deal on it. I don't know if actually the full list of games I play are impulse since some taunt me every time I walk by the isles.
Funny Facts: I have played through BioShock only once. I dunno, was fun the first time around... tried the second time, just seemed slightly... bland.
I still enjoy HellGate, albeit offline. BF2142 is still one of my most played games. K&L

M just kicks ass.