Yup, Max PAyne 2 has some great lines. "The things that I want, by Max Payne" is one clear example.

Or Vlad's lines. They are just great.

Other than that, I'd have to say Monkey Island 2,3 has some great dialogue as well as Bloodlines.

About Bloodlines have you guys realized that everytime the prince says: "I dont want a massacre on this mission", thats exactly what happens...