I would have said Final Fantasy in general, wouldn't I have tried Final Fantasy 6 a week ago, and Final Fantasy 7 two months ago...
Okay, the latter didn't appeal to me, because everything about the story was already spoiled, but FF6 is great and I will likely play through it!
The Call of Duty series (Modern Warfare's branch included) was never any fun to me, since I love shooters that do not take themselves to seriously.
I would rather play more Counterstrike (not the unappealing Source one, but the 1.6 version) or Team Fortress 2.
Now, besides that..
In the last couple of years, I tried playing more Fighting games, since the genre was always a big mystery to me (I only owned Street Fighter: The Movie: The Game ... I played it a lot to be honest).
I bought me a fancy Arcade Stick and started off with Street Fighter 4. It got boring, I returned it 2 days later and bought Blazblue instead, which was more fun, but absolutely frustrating online!
If there would not be Tekken 6, I would have said that I can not get into the whole genre, but lets just say Blazblue/Street Fighter are not my type.
Other than that, there are a lot of WRPGs, like Mass Effect (the original). I barely made it to the end because I got really bored, even though I actually enjoy most story based games...
I tried out Baldurs Gate, but I think I came to late, since I can not really enjoy it in any way.
As much as I loved Oblivion, I could not stand the setting in Fallout 3...
At least I think that the setting is the problem, even though I did have a lot of fun playing the original Fallout one month ago!
Honorable mention.... Arcanum!
THIS COMBAT SYSTEM DRIVES ME INSANE!!!
( Still trying to beat it though, since people tell me that it has a nice story)