STALKER is okay. If you get SoC, get the 2009 overhaul.
Most WRPGs suddenly become better. Oblivion, Morrowind, Fallout, Vampire: The Masquerade Bloodlines, KoTOR.
Battlefield is much better on the PC. I think you can get BF2 plus all of its expansion for $20 on Steam.
Serious Sam is another great one. It's more of an old school shooter, but really, very good.
Red Orchestra is good if you like realism. ArmA is another good game.
Killing Floor is fun.
All Valve games are better on the PC. Period.
The Total War series is good for RTS.
If you're interested in grand strategy, try out Paradox Interactive games such as Europa Universalis 3, Victoria, or Hearts of Iron.
Age of Empires 2 is arguably the greatest RTS ever
Starcraft is the other contender for best RTS. So is Warcraft 3
Command and Conquer is fun as well. Especially the Red Alert games.
If you can find it and run it, Homeworld and Homeworld 2 are some of the best and most visually beautiful games I've ever played. There's nothing like leading a star fleet into battle with an entire nebula as a background.