System Shock 2 - Come one, come all! See the roots of BioShock! See the same team deliver a cyberpunk story better than they deliver a steampunk one in BioShock! See the birth of the FPS/RPG format! See some scary-ass shit that will frighten you enough to make you not want to finish the game! Guaranteed to impress and make you express more emotions than you can handle!
Or something along those lines. Seriously, though, it's amazing.
Syberia and Syberia 2 - A point-and-click adventure game like no other. It's pretty standard in it's delivery, but what really sets it apart is the artwork that the game uses. It's one of the most beautiful games that I've seen, and it's more than a few years old. It's a very artistic series, and though the story isn't the best, it's more than compelling enough to keep you entertained. If you're into that sort of thing, of course.
Crysis - If your computer can handle it, it's definitely worth a try. Yeah, the story isn't anything that hasn't been done a million times before, but the combat system is pretty interesting, the graphics are amazing, and it was entertaining enough for me to enjoy thoroughly.
F.E.A.R. - The original, not the sequel. I had so much fun with this game, I cannot even express it fully. A bunch of my friends and I sat down and they all watched while I played through the game from start to finish in one sitting. There were so many jumps, screams, laughs and just overall enjoyment that it has left a lasting memory on my mind as a great game. Give it a shot in the dark, if you can stand it.
On The Rain-Slick Precipice Of Darkness, Episode One and Episode Two - Penny Arcade Presents! It's a tongue-in-cheek poke at all the turn-based JRPG games with an entertaining story and that same awesome humor that the Penny Arcade guys are known best for. Definitely worth a look, especially at only $10, or however much it goes for.
Sins of a Solar Empire - Intergalactic RTS on a truly intergalactic scale. I haven't seen a game that manages to accomplish this scale and feeling of grandeur any better than Sins. You actually feel like you are commanding a complete armada of ships, that you are a commander of an entire race of people, and not just a bunch of units on the screen. So incredible.
Demigod - An action RPG/RTS/thing that transcends a million formats. Give it a shot, it's definitely worth a try, if only to see where gaming is going these days. It's a very interesting (and entertaining) type of experience that can't really be explained.
Max Payne and Max Payne 2 - The birth of the modern third-person shooter as we know it. Also, the first implementation of "Bullet Time" in a game. It definitely defined the third-person shooter format, and it's a horribly entertaining time by itself. Plus, it's delivered in a film-noir, comic-book sort of style, which really sells it for me. The sequel is just as good, and continues the film noir style to a T. Definitely worth playing.
I could list more, but that should give you a good start. Give them a shot, let me know if you want more recommendations.