Let’s see, from the last years:
Space Rangers 2 (best sim/rpg/adventure/strategy thingie)
Company of Heroes (best RTS in years)
Stalker (best FPS/Survival horror/pseudo sandbox)
The Witcher (plot focused RPG)
Orange Box (HL2 ep2, Portal, TF2)
World of Goo (quirky, varied, well designed indie game)
Fallout 3 (sandbox RPG)
Crysis (FPS, omg graphiiics)
Modern Warfare 2 (guided hollywod style FPS)
Battlefield Bad Company 2 (for multiplayer)
Sam & Max (best comedy graphical adventure)
Red Faction Guerrilla (sandbox with intense action, lots of things breaking)