I know we're on GOG and it's a cliché to recommend it, but I'd have to say
Planescape: Torment. There's a reason why I haven't finished it, yet: I don't want it to end. I bought it last year because I had missed out on it while growing up (and all the other Infinity Engine Dungeons & Dragons games, as well) and thought this was too good an opportunity to pass on. I don't regret it one bit, at first I was a bit disappointed, because it looked like your standard D&D game, with all the THAC0s and the "perfect builds" and min-maxing and dice rolls for attack and defense -- all boring 'meh' stuff, to me --, but then as the game went on its themes started opening themselves to me and -- my god! -- did the game suddenly became awesome! I've avoided all spoilers I could and I know I'm closing in on the end of the game, hence why I haven't been playing it as much. This is one of those games I'm not ready to replay as soon as I finish, so far it has been
my personal experience, with all my human flaws in it, and I don't ever want to replay it "just to exploit the game and see all available outcomes of my choices". I may not be pleased with the ending, but it's
my ending, that Nameless One is my Nameless One, carrying my choices, good or bad. I can't recommend this game enough. I know now why it was the second most wanted game on GOG (and, in my humble opinion, it should have been the first, it is so much better than System Shock 2 in any conceivable way).
On a lighter tone, one game I haven't finished yet but highly recommend is
Total Overdose: A Gunslinger's Tale In Mexico. This one is just uncompromising good old fun, and I haven't finished it as of now because I can't seem to invest as much time in video games as I did when I was younger, and I have been playing it for short bursts of time, just doing some side missions, blowing stuff up, driving around that gorgeous faux-Mexico landscape and occasionally doing a story mission. If, by any chance, you think of this game as some sort of "poor-man's GTA", trust me, it's not. I can see the resemblances, but there are major differences that make the GTA series and Total Overdose completely different beasts -- I should know, as I don't enjoy the GTA series at all, but I seem to love this one, so, I guess it does at least something differently.