Well, I'm guessing you've already played all of the usual standbys...
Halo series - A cool sci-fi aesthetic with excellent gameplay and a brilliant musical score. The story is pretty decent and fairly original, though in the later games it does get somewhat confusing. All over a pretty good line of FPS's (yes, even ODST), with nicely varied gameplay and a good balance between single and multi-player. Ignore all the pretentious people who rag on it just because it's popular and enjoy it.
Half-Life series - If you're a PC gamer of any sort you absolutely cannot fail to own these. Excellent stories and phenomenal level design, solid if somewhat bland gameplay (though that's spiced up considerably in HL2 with the addition of the gravity gun), and internet memes to last you from here to Armageddon. Pick up a copy sometime if you don't have it already.
BioShock - A hauntingly beautiful underwater setting with a pretty damn good story. Gunplay is a little on the *meh* side, but the plasmids keep gameplay in general nice and varied. The soundtrack it great and the atmosphere of the whole thing unforgettable. Worth your time and money.
Call of Duty series - Possibly the best example of what I'd call a "generic" FPS. As in, you point guns at people, they die, rinse, lather, repeat - pacing doesn't exist, not much else in terms of gameplay. Story is (depending on which game) non-existant or incredibly *bleh,* characters are cookie-cutter military guys and are utterly forgettable, the soundtrack is a myth, and the graphics all have that "high-poly but still not good to look at" thing going on (you know, with the grey and the brown?). Really the only thing these games have going for them is the excellent use of set-pieces and scripting, but it's a little too much. Fun the first time, but no replay value. Online is both bland and broken. Unless you're looking for just another FPS, pass these games by.
Here are a few I'd recomend...
FarCry 2 - The story sucks and is impossible to follow, but forget about that. What matters in this game is that there's a whole big world with nice squishy humans walking around and a million ways to murder them. Sure, you can just *shoot* them, but where's the fun in that when you can strap IED's to a car, park it by the side of the road, find a nice high vantage point, and wait for some clueless idiot to drive by? This game falls firmly in the "screw the story and create your own mission in your head" category. It's cheap now, too, so you can pick it up for like $20-$30.
Brothers in Arms (especially Hell's Highway) - If you're looking for a WWII shooter with gameplay that doesn't consist of just running and gunning, look no further. A fantastic balance of gunplay, strategy, and tactics, this is one of those rare shooters that actually requires a bit of intelligence to beat. There's no charging down MG's or picking off enemies from across town in this game. Just you, your squad, and a few flimsy pieces of cover between you and the enemy. If you've got the time and want to feel smarter than everybody else, give this one a go.
