First off, if you haven't already done so, download Rome Total Realism v6.0. It is brilliant. It slows down the RTW combat to MTW levels, gets rid of fantasy units, adds a lot of new "realistic" units and strengthens some non-Roman factions. Personally, I think RTR is better than either vanilla STW or MTW. Beware, it will suck up a lot of your time - it's the only TW product where I want to persist through to the end game.
I'd second Effrem's comment about Vampires. The setting and glitzy FPS engine might distract you, but at heart it's an old school CRPG with lots of stats, vividly realised NPCs and interesting side-quests.
The other recent game I enjoyed was KOTOR2. It's got most of KOTOR1's virtues (although it is easier and rushed at the end), but adds some welcome darkness and muddies the waters between the black and white of Star Wars morality. I thoroughly enjoyed it.
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