Some games that are not too ancient which I have enjoyed:

Excellent
Vampire Bloodlines - best CRPG since Baldur's Gate 2
Star Wars Knights of the Old Republic 2 - second best CRPG since BG2

Very good
Civilisation 4 - just as addictive as Civ2, but more nourishing.
Dawn of War Dark Crusade - possibly the only RTS worth playing IMO.
Jade Empire - well done CRPG with simple "beat em up" combat.
Mafia - idiosyncratic (driving old cars and shooting a bit), but good story.
Max Payne 2 - possibly the only shooter worth playing IMO.
Bioshock - rather like Morrowind, succeeds spectacularly in building a world; less successful as a game.