Definitely Knights of the Old Republic. You can't afford not to.
I've heard great things about Baldurs Gate II: Shadows of Amn, if it's still around in a bargain bin somewhere, you might consider trying that out. I doubt it's more than $10/£5 now.
Warhammer 40k: Dawn of War

Can't go wrong.
Jedi Knight 2: Jedi Outcast. It has great multiplayer. But I suggest you go on the servers with no force powers or weapons, just lightsabers.
Doom: Collectors Edition. If that's still floating about, get it! It has solid single-player and thousands of .wads out there so you'll always have something new to play. And if you're a fan of multiplayer, download skulltag and play it online co-op or counter-op. I'll say this once, and only once people. Doom is the past, present and future of all FPS gaming! Embrace it!
Homeworld 2. One of the rare RTSs that I enjoyed/was good at. It has a complete 360degrees playing field. You can lead assaults from top and bottom, side to side, great fun.
Diablo II + Expansion. Nothing needs to be said, other than get it.
Most of these are more than a generation old, but all are definitely worth a go. Enjoy!