Well, there's nothing quite like Deus Ex. I think Hitman probably comes closest in terms of physical mechanics, and has already been mentioned. As far as playstyle choice, openness, and upgrading, you may like the Knights Of The Old Republic games if you haven't tried them already. The combat isn't physical at all, which might be a drawback for you considering your criteria. Also, the game isn't entirely open world (there are a handful of planets that you can travel between in whatever order you'd like). However, the character customization, weapon/combat/skill upgrading, multiple paths, and story i'd call on par.