I love single player campaigns.  I usually play RPG's but I happened to stumble upon Crysis 2.
Wow!  This game as completly changed my view of first person shooters.  And now, I want more, but I am only interested in good and engaging single player campaigns.  Length is not that important to me, as long as the quality of the experience is high and the story engaging.  For the record, I thought Crysis 2 single player experience was truly awesome. 

So, do you have any suggestions?  I have just acquired Call of Duty 4 : Modern Warfare.  Anything else?
I hear Half-life is pretty good.

Thanks!

Get the Orange Box. 

The Half-Life series is great!

killzone 3

Killzone series, resistance series, halo, bioshock series

Orange box and Bioshock would be good choices, you could also look into mirrors edge. There are also some games later this year that you could keep an eye on like Dues Ex: Human revolution and Rage. Having a quick look through your collection I see you don't have mass effect, it's a third person shooter RPG would seem to be somthing to look into.

oh and Metro 2033

If you have a PC pick up Half- life 2 plus episodes 1 and 2 much better on PC, Bioshock is great,you might want to also check out the first crysis as well plus Fear the first game was good. Killzone 2 and 3 and give  Halo a go.

 Others that are cheap and worth a look - Stalker - Doom 3- Resistance - Fallout 3

singularity, goldeneye (wii), orange box, mass effect 2, metroid prime trilogy, Wolfenstein, Chronicles of Riddick:  Assault on Dark Athena

Singulariy is a highly under-rated game

Indeed. I came in here to suggest this.

Try a game called Prey.......... you could pick this little gem up now for as little as £3/$5.

Prey has a decent story, tricky puzzles and insane physics (walking upside down ect) and it will keep you entertained.

As mentioned Orange Box is a great package, and again its cheap now so you can't go wrong.

Halo 3/Reach are another obvious choice......... and if you have friends around you can play up to 4 players on the same T.V. (i know you said "single player" but i thought i would throw that info in there anyway)

Also, seem as you are getting Modern warfare why not pick up Call of Duty 2 for 360, the reason i say this is because it's a completely different campaign to Call of Duty 2: Big Red One on PS2, XBOX1 and Gamecube.

Edit: Hell yeah............. Singularity is a fantastic FPS experience, the above posters are absolutely correct.

Killzone 3 and Bioshock.