Other than RPG: Thief I, II and III, probably the best stealth series ever, Myth I and II (avoid that crappy Myth III), two masterpiece RTS' (or more properly real-time tactics, not strategy) that can appeal also to not fans of RTS.
RPG: Witcher series, and if you like that kind of RPG, also Gothic I and II (play Gothic games first in this case, otherwise their graphics could look oldish compared to the newer Witcher). Planescape:Torment for an isometric RPG very different from usual. If you find it at a low price, Temple of Elemental Evil may be not the deeper RPG, but it poses nice, challenging tactical problems, you'll often have to fight hordes of enemies with a small party.
Throne of Darkness is an RPG with Diablo II engine, but feudal Japan settings, initially its gameplay can seem awkward, but it becomes smooth when you get used to it (it doesn't take too much, really), and then the game becomes really good, with very nice graphics not just for their own sake, but that serve well the whole game and the player's immersion.
Stwike him, Centuwion. Stwike him vewy wuffly! (Pontius Pilate, "Life of Brian")
A fart without stink is like a sky without stars.
TGS, Third Grade Shooter: brand new genre invented by Kevin Butler exclusively for Natal WiiToo Kinect. PEW! PEW-PEW-PEW!