Well, there's games like STALKER that bring FPS's in a different direction, less cinematic, more freedom and independent AI, more role play and survival elements. The game has flaws but it's certainly trying to take the genre in a different direction. Then there's always portal too. So I think some FPS's are still trying new things, mostly on PC.
A game I'm developing with some friends:
www.xnagg.com/zombieasteroids/publish.htm
It is largely a technical exercise but feedback is appreciated.