Ever since I played Shadowrun Returns, I've been hooked. Anybody can recommend me anything like it?

Fallout 1/2
Arcanum
Temple of Elemental Evil

Make sure you get the unofficial patches and high resolution patches for Fallout/Arcanum though, and the Circle of Eight modpack for Temple, to get rid of nasty bugs.

Arcanum, Fallout, Wizardry 8.

Expeditions: Conquistador was really nice

Umm... Devspar asked for a list of TURN BASED cRPGs.

I second Crosmando's and triock's recommendations.

You're on GOG, surely you're familiar with the classics?

Here is a search done for you :)

King's Bounty: The Legend is an excellent strategy RPG.

So, Fallout series, Arcanum, Temple of Elemental Evil, Wizardy 8. Got it. Anything else?

Have you checked
Heroes of Might and Magic
Age of Wonders
King's Bounty

Maybe not exact the type you're looking for (they're more a mix of strategy and RPG than 100% RPGs), but great turn-based games nevertheless.

Spiderweb's catalog - Geneforge Saga, Avernum etc.
And the King's Bounty games as stated

You might like the XCom games but they're strategy rather than RPG but there's a statigic as well as excellent tactical part and your soldiers DO gain ranks to get better stats and you do research to get better weapons and klt so they might hit the right notes for you...

try out Anachronox

Oh Dungeons of Dredmore and Sword of the Stars: The Pit for Rouge-like TBRPG action!

Jagged Alliance 1 / 2 - not exactly pure RPG, but if you like like combat heavy turnbased RPG's - you might want to give them a try. Mod the 2nd one and it gets even better.

Geneforge, Avernum, Avadon on GOG and Nethergate from Steam or Spiderweb software's own website (should be cheaper on steam, Spiderweb has an odd pricing system).
The Realms of Arkania series, if you can live with the dated graphics and lack of user friendliness (I found 3 to be the best one).
Eschalon book 1 & 2, if you don't mind a solo experience.
The older Ultimas (pre 7), again, if you can live with the dated graphics & lack of user friendliness. I found 5 to be the best of these, but 4 is also solid. 1-3 have not aged all that well.

Also, it might be worth seeing if you can track down the old D&D Goldbox games. There are a few collections containing them, including Advanced Dungeons & Dragons Collector's Edition, The Forgotten Realms Archives & Forgotten Realms Classics. Check amazon or ebay for these. The later two don't contain all goldbox titles, but they do contain plenty of other games, like the excellent (but not turnbased) Eye of the Beholder series.