Planescape Torment? Well, maybe I'm cheating here, as although it is very highly critically acclaimed, personally I don't actually think it is very good (too morbid and grungy for my taste).

It may be premature, but I would also mention Vampire Bloodlines - absolutely outstanding game, unlikely to get a sequel because it bankrupted the company that made it.

No, I think you have a good point - nearly all really good games either have sequels or are themselves sequels. Of course, there are quite some very good sequels that have not spawned further ones in the series - Imperialism 2 and System Shock 2 come to mind.