You will NEVER, EVER play a game more immersive than Thief 2: The Metal Age.
Best game in the entire world, bar none.

Bioshock for the sheer amount of fun, although once you get the power-ups, the only logical weapon to ever use is the wrench, and the game has no replayability.

Oblivion, but I don't feel like reinstalling it again. And it's unplayable without like 80 mods. (By which time, it is so fragile that installing just that one more mod breaks the entire install and you have to completely reinstall the game all over again)

Pokeyman, the most fun RPG ever made. Now with unlimited team choices and a basically unreachable goal! COOL!