Disclaimer: I play a lot of older games since I hate newer ones. Still, give these a try.
Far Cry - Pretty solid FPS, and an entertainingly corny plot.
Anything from the S.T.A.L.K.E.R. series - amazingly well done ambiance and psuedo realism in a pretty heavy horror/sci-fi setting. Also Ukrainians. If you're going to play the series, play Shadow Of Chernobyl, Call Of Pripyat, then Clear Sky.
Return To Castle Wulfenstein - I might be recommending this just because it's right up my alley, but it's a pretty fun FPS with horror elements.
OpenTTD - I have wasted more time of my life on this game than I would feel comfortable stating. It's a remake of Transport Tycoon Deluxe, all open source and with more mods than you can shake a proverbial stick at.