Deus Ex and Vampires were absolutely outstanding games but System Shock 2 is the one true god of FPS/RPG hybrids, IMO. The story and the horror are utterly gripping.
Of the proper CRPGs, I'd second the KOTOR recommendations. They are pretty close to Vampires.
Mafia was recommended here and so I sought it out. It's rather linear and without RPG type stats, but has a nice well-told story, tactically challenging combat and excellent atmosphere.
I think it is made by the people who made Vietcong, which has similar virtues - good story, strong tactical combat and oodles of atmosphere. What I particularly like about Mafia and Vietcong are the scale and the feedom - you don't feel like you are on tramlines and can wander out, choosing your own way to complete your mission.
People here also recommended Max Payne 2 to me as something with some similarities to KOTOR and story-based RPGs. I liked it a lot - great story, excellent production values and solid - if not very tactical (linear, run n gun) - combat.
These last 3 games are not really CRPG hybrids, I guess, as they lack the dialogue options & character development of an RPG. But they do immerse you in a role and have some similarities to Deus Ex.
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