Off the top of my head, here is what I would consider great games of the last few years.
Neverwinter nights : the best CRPG since Planescape:Torment
Planescape:Torment : Best of the Bioware games, considered best CRPG ever by some
Grand Theft Auto III : bizzare and fun, seriously not for kids
Kohan : Better then Warcraft 3 for strategy
Emperor RotMK : Best yet in the Impressions City Buildier series
Max Payne : My favorite of the last wave of FPS games
HalfLife : Best FPS game since Doom
StarTrek Armada : I not II, if you like Star Trek it's light strategy fun.
Alpha Centuri : If you like Civ games, Alpha Centuri is the best of the lot
Wizardy 8 : Old school CRPG, if you like that sort of game Wizardy takes the series out with a bang
Jay