Almost any Valve game (Orange Box, Day of Defeat Source, Left 4 Dead 1 & 2...) is far superior in the PC than it's console counterpart, also the Valve games are famous for getting a lot of free updates that adds a lot of neat stuff on their games (recently they added achievements for Half-Life 2 and upgraded the graphics for that game) and you can also download (or make your own) mods for them.
Also you need to check out the Call of Duty games (except Modern Warfare 2, wich sadly sucks hard time). Also Battlefield 2 is simply awesome, it's a bit old now, but if you don't mind the graphics, it's still a lot of fun and pretty intense. But if you want something newer, you can also check out Battlefield Bad Company 2, wich I've heard it's way better than Modern Warfare 2 and certainly better than Battlefield 2.
If you crave for graphics and don't want to stray too much away from the console shooters, you can check out the Crysis games wich to this day, still has some of the best graphics to ever grace your monitor.
Oblivion and Fallout 3 are far superior on the PC, wich has way better graphics, smoother FPS (if you say you have a neat PC, you can run them at silky smooth 60 fps and up) better controls (Mouse/Keyboard FTW), you can customize the music for those games at your heart's content (they accept anything wich ends in .mp3) and, again, you can download some neat mods for them.
The PC is completely abscent of JRPGS so you don't need to worry about that. Good RPGs on the PC, well, maybe the Mass Effect series and Dragon Age. Also Torchlight is pretty awesome and very cheap.
The PC also has it's fair share of good Indie stuff, like Braid, And Yet It Moves, Machinarium, Aquaria, Plants vs Zombies, Penumbra Overture, Penumbra Black Plague (pretty strange and great survival horror games), World of Goo, Shatter... Those are the ones that comes up to my mind right now

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The Unreal series (especially Unreal Tournament 2004) are still pretty awesome and kicks lots of Halo asses. If you want neat graphics, you can get Unreal Tournament 3 and it's also pretty cheap.
No strategy and turn based games?, well, that's a shame, I'd recommend you Civilization IV wich is THE best strategy-turn based game (or at least until Civilization 5 comes out). Also Company of Heroes is THE best RTS ever made (Starcraft can eat it's heart out).
And props for checking out Guild Wars, it's a great MMO and a great alternative for those who want to stay away from World of Warcraft. If you're a bit patient, you can wait for Guild Wars 2 to come out, wich is looking fantastic.
You just can't go wrong with the PC, it's simply awesome =).