I'll throw Star Wars: Republic Commando into the list. Brilliant, and challenging, sci-fi squad-based FPS. It gives a soldier's view of the Star Wars universe, and despite being a rather short game I have played it for almost 90 hours. In fact, the two major complaints I have about it is how short it is, and that there is no sequel. Still, ordering around your squad mates is fun, and there is an element of strategy involved. Those squad mates have their own personalties, too, leading to some funny banter as you blow up battle droids.
Sanctum is also a sci-fi game, but it is something of a genre mix. It is an FPS TD, best played in co-op. Good fun, but perhaps not what you're after.
I'll also echo the recommendation of PS2, Tribes: Ascend and obviously the Half Life series.