The original F.E.A.R. - sequel FEAR 2 is newer then Bioshock, but both are worth playing.
S.T.A.L.K.E.R. was a game made by a Russian studio about the fallout area of the Chernobyl NPP outside of Pripyat in Ukraine. Really cool game; different pace & feel though.
Half Life 1 & 2 were good.
If you liked Bioshock & can get a copy of it, System Shock 2 was made by the same studio & was excellent.
The Brothers In Arms series were also very good; but different. Tactical games, thinking, not just run & gun.
Call of Cthulhu: Dark Corners of the Earth is a seriously creepy game. More moody then shooty.
