Just Cause 2 intregues me, and if I had to choose from the list yu presented, I would go out and grab Just Cause 2.
However, here are some other great games that are our right now:
S.T.A.L.K.E.R.: Call of Pripyat - Similar to Fallout 3, but only in the sense that you are romping aroung in a post-nuclear disaster zone. I have not had a chance to play it yet, but it is one in a series of the most atmospheric games of all time (well, in my opinion anyway). It's definately worth picking up!
ArmA 2 - I absolutely love this game; Flaws and all. ArmA 2 is a war simulator. Realism is the ultimate goal, but some sacrifices were made in order to make it fun. The voice acting is the worst you will ever hear, but for all of the games flaws, it's a TON of fun! This is one of the few games that left me with a HUGE sense of accomplishment when I finally completed it with a good ending. If it's a challenge you want, try ArmA 2 on the highest difficulty - I hope you can read a map!
I was also going to mention Oblivion, but I see it was mentioned already. It's an excellent game as well, and it will be a little easier on the wallet than most other games mentioned above since it has been out for a while now.