Simply the best:
The Elder Scrolls IV: Oblivion. ( Pure freedom and tons of mods. Shivering Isle being the best ( Official. ) mod. )
Unreal Tournament 2004 with Ballistic Weapons mod. ( Release your inner sadist! >
)
Just a lot of fun:
Prototype. ( One-day fly game, but even more sadistic than Unreal Tournament at times. xD )
Garry's Mod. ( Especially fun to play with friends. )
First Assassin's Creed. ( Great graphics for what it needs, and free-hit-and-run action doesn't get boring quickly. )
Dead Space 2. ( Should I seek help for the fact that I love
making Isaac stomp on corpses for a minute or two just to hear him curse?
)
Good immersion or atmosphere:
Fable: The Lost Chapters. ( Not a groundbreaking game, but I love the style this game has. )
Amnesia. ( No explanation needed. :> )
Stalker: Shadow of Chernobyl. ( So dark and cold, and poltergeists in the dark underground is just plain scary. Wish they lipsynced the characters though... )
Bioshock. ( This game is pure art. )