I can really recommend Bioshock, it's simply amazing. Then there's Medal of Honor: Airborne, which is fun as well. For a more tactical-orientated game I recommend Rainbow Six: Vegas, looks great and plays great. Really loved that game.
play Unreal Tournament 2004. it's like Counter strike but in unreal way ;)
soldier of fourtune payback the third in the series is coming out this november and i have high expections off it you should join me there in playing it :D!
I would have to say FEAR. Probably the best fps i have ever played
Darwinia, I know its not a shooter, but its an amazing RTS you can't go wrong with TES 3 GOTYE might want to give DEFCON a try Deus Ex is a great shooter too (steam ain't that bad)
Well, my gaming recommendation would be Juiced 1 (or 2 which is out later this month) if you like street racing games. I'm especially looking forward to Juiced 2 after playing the demo. The graphics were amazing, and the cars, god, they handled perfectly.
http://www.fallensword.com/?ref=834907 one of the games i play not bad 800k players and an in depth trading system