Recently finished
Unreal Gold and wow, was that an enjoyable experience. Exploring the levels, finding out how to progress to the next area with no need for a map marker, was extremely engaging. Initially, I had a bit of trouble figuring out what to do, and resorted to a walkthrough for assistance, but over time got better and knowing what to look for to progress. The Na Pali world was interesting, and the amount of different environments presented in the game was amazing. There's a lot of content in this game.
Overall, it was refreshing to play a FPS that was free of cinematics, map markers, and other elements that dot a current day FPS.
Also, the music was amazing!
https://www.youtube.com/watch?v=--5COmk8ZM0 So far:
Just Cause
Cave Story+
Area 51
Need for Speed: Hot Pursuit
XIII
Star Wars: Jedi Academy
STALKER: Shadow of Chernobyl
Metro 2033
Deus Ex: Human Revolution
Mirror's Edge
Thief II: The Metal Age
Alan Wake
Deus Ex: Human Revolution - The Missing Link
Alan Wake's American Nightmare
Unreal Gold (including Return to Na Pali)