Call of Juarez Gunslinger and Wolfenstein Old Blood / New Order. IMHO these are the best Doom-style shooters (movement and not cover-based) of last gen.
Mad Max and Rage Both are very good post-apocalyptic games but also very, very repetitive.
Zombie Army Trilogy.
A lot of fun co-op. IMHO not much fun SP... and I absolutely love the Sniper Elite series.
Ryse. A good hack-n-slash if you can deal with the same style of combat, moves, and enemy types for the duration.
Sniper Ghost Warrior Trilogy. I'm a fan of the series, but then I enjoy jank. TBH the only SGW game worth playing is 3... and even then there are caveats.
InfiniteClouds: I have Styx in my library but I haven't played it yet. How is the somewhat recent sequel "Styx: Shards of Darkness"? Any good? On sale for 9.99$ right now.
surfer1260: Both games are good (although not so excellent as Thief of course). The graphics in the 2nd game have slightly improved. The missions are varied, and the maps are quite large which gives the player the opportunity to check out different solutions. Styx, the goblin, again is a little bastard; his comments are cynical and bitchy as usual. On the other hand, the frame story is pretty vanilla, and the game still has bugs. In short: the game is good, but it could be better.
IMHO the Styx games are quite good, but certainly have some rough edges -- you're gonna "love" eyeing Styx' ability to jump and grab onto ledges from other ledges.