World of Darkness - a modern day urban fantasy and horror setting. You can play anything from mortals, to supernatural (vampires, werewolves, mages) and...well, lesser supernatural (thralls of demons, people who are immortal for one reason to another, pevampiric servants, etc). It's quite good, depending on what you're after. It's split into "old" (also called "classic") "new" WoD - the difference being that the old one was rebooted into the new one. There are quite a few mechanic tweaks (the new one is vastly better when it comes to those), and somewhat different take on the supernaturals in each setting.You can find free quickstarters/demos for gamelines over at DriveThroughRPG - they'll give you a taste, at least.
Dresden Files - an RPG based on the books. If you haven't read them, it's still pretty kickass. Again, it's urban fantasy. It's using the FATE system, which is pretty nifty, if you ask me.
Exalted - imagine if D&D was made into anime. It's pretty much that. All characters are also related to gods and wield pretty fantastic powers. If you want over the top high fantasy action, Exalted is a good place to go.
Shadowrun - OK, it's cyberpunk, thus sci-fi, but it's sort of the staple of the cyberpunk genre. The shortest description may be "Neuromancer: the Game. With magic in it". Yeah, dystopian future, cybernetics, hackers, megacorporations but also shamans and mages who fling spells and call elementals. It's worth at least a look.
Paranoia - Ok, sheesh, again, I know you didn't want sci-fi, but hear me out! You have to look at this game. Friend computer commands you. If you don't, you'll be considered a dirty mutant commie and terminated. Have a pleasant daycycle.
Ninja burger - well, it's a modern day game about ninjas...who deliver fast food. It's mega awesome and is one of my favourite games ever. First edition is really lite and you can launch a game with new players in 15 minutes, including character creation. It's more tailored to one-shot games, though. Second edition is still awesome, but character creation and the rules are more complex (compared to 1st ed, though, mostly anything is more complex) but it's because it's tailored for longer running campaigns. I'd recommend it if you want to play as elite ninja squad for fast food delivery, which has to overcome enormous difficulties, such as demons from another dimension, the competition - Samurai Burger and Pirate Pizza, and customers. All in 30 minutes or less, otherwise they commit seppuku.
Call of Cthulhu - is...well, what says on the tin, really. Want to play as a mortal in a H.P. Lovecraft world? There you go. Enjoy it before you die. And dying would be one of the happy endings.
Deadlands - a western, horror, steampunk-ish, post-apocalyptic setting. Sorry, can't really be more specific than that. Check it out. Also - one of the few games that uses a deck playing cards as part of conflict resolution.
Finally, GURPS. While not much of a setting, it's a very good system. My favourite RPG system, in fact. It allows you to do any game you wish - epic fantasy, space exploration, detective mystery - whatever. It handles everything equally well. In fact, you can easily have a party that travels to alternative universes, or something, and gets to experience all these genres and more, over the course of a campaign. It doesn't matter - it can take anything you throw at it. Of particular note are the game supplements - they are some of the highest quality books I've seen. Magic, technology, science - the topics they cover are well laid out and quite thorough. I'd recommend it if you have a setting not covered anywhere else, which you want to play.