I also throw my support behind Morrowind. That's one game that always stays on my computer. The original game is quite good, but it's infinitely flexible thanks to all the mods out there. Pretty much any mod you can think of, someone has done.
If you want an FPS game that is pretty much unlike any other, try Deus Ex. I'm someone who will forgive some of a game's faults if it makes up for them with a great story. This is one of those games. The graphics aren't the greatest, though they are quite varied, but the game itself is superb.
Another great RTS is Sacrifice. Unlike most RTS games, your alter ego is actually part of the battle, and you have to balance using your powerful abilities with not getting yourself killed. It's a fantasy-themed game, with a wide variety of creatures and settings. This is another one I always keep installed.
If you like space combat games at all, my recommendations are: Tachyon: The Fringe, Freespace and Freespace 2, Freelancer, and Independence War (plus its sequel.) The space combat genre has kind of died out in recent years, but those are some great selections to try.
If you like deathmatching, you can't go wrong with the Unreal Tournament series, either. I have almost all of them. They pretty much just get better and more varied, though they are all good on their own. There was also the aforementioned Orange Box, which I have and would also highly recommend, if only because it's such a great value for your money.
If you want to try something a little off the beaten path, there's what I would call a "puzzle racing" game called Audiosurf, where you can pick any music you have on your computer, have it generate a track based on it, and you essentially "ride your music." It's pretty, fun, and you get to listen to whatever songs you want while playing. You can get it for $10 via Steam.
