I've heard good things about F.E.A.R. and intend to buy it after I'm done playing through Quake 4.

Also, if you haven't played it yet, Far Cry is exceptional.

And if you like old skool adventure games, Out from Boneville is cute and inexpensive. I'm having trouble with the online purchase, though. They told me to scan for spyware but of course my system is clean so I'm still stuck...

Riddick: Escape from Butcher Bay is quite nice.

Painkiller is a kick in the pants, too, very doom-ish stylistically but with a fantastic graphics engine. The last level of Painkiller is mind-blowing in its architecture and level design, so much so that I don't want to spoiler you by telling you what the level is about.