Thief: The Dark Project would be my case of "Why the bloody fuck didn't I play this game before?", as I've only played it this year, almost 14 years late.
The atmosphere is fantastically creepy, I like the FMV style in the cutscenes, the gameplay is fun and encourages you to explore every nook and cranny of a level, and the difficulty level differences are very unique, mostly adding more specific objectives for beating a level, requiring less brute force, and requiring you to grab more loot on the way (It's actually really smart they added that, because you get to use the money you've earned during the next level)
Deus Ex gets an honorary mention, but its quality has been made so abundantly clear over the years by the gaming community so it didn't ever really surprise me. It hasn't aged quite as well as Thief though in my opinion