Since you love Bioshock a story driven First Person Shooter you will really like Half-Life 2 + Episodes, then try to get into some "irratic" shooters like Modern Warfare 2 and Halo.
I see people reccomending STALKER: Shadow Of Chernobyl and its sequels but wait until you get more experienced at FPSs. STALKER happens to be harsh and unforgiving but otherwise an atmospheric and spooky game.
If you have a PS3 try Killzone 2, it can be sluggish, has no story and irritating characters (you will hate Rico by the end), it is worth a play though.
I might as well make a list:
Deux Ex (PC),
Half-Life 1, 2 + Episodes (PC),
STALKER: Shadow Of Chernobyl (PC),
Portal (PC),
Modern Warfare 2 (PC, PS3),
Far Cry (PC),
Time Splitters 2 & Future Perfect (a good PS2 classic),
Halo 1, 2 (PC),
Battlefield 2 (THE Online FPS),
Condemned 1 (A good spooky FPS for the PC),
Butcher Bay (You play as Riddick on the PC),
Painkiller (A stupid fun FPS)
Theif 1 & 2 (Avoid Deadly Shadows),
Rainbow 6: Vegas (A Tactical FPS avoid PS3 version),
The Darkness (A good gothic story driven FPS),
Doom 3 (PC),
Black (PS2),
Get Orange Box on the PC it is basicly the best version.
Thats all I got.