Thief: Deadly Shadows

[Mummelmann]

Thief 1 and 2 are nothing short of epic in their own right, providing challenges and gameplay that holds true even today.
Playing them to learn more of Garret's past would probably be a lot of fun for you, and most of the missions are really great fun and exciting!
You'll learn how Garret lost his eye, his previous run-in's and cooperations with the Keepers, how he fought the crazed Father Karras and his metal and steam revolution and just get to experience the city itself.
There are a couple of missions that let you traverse the city both length and breadth if you like, and level design is grade A!

I really recommend both the prequels, odds are you'll like them every bit as much as Deadly Shadows, which is also a great game in and on itself.
The last Thief game was indeed developed by Ion Storm rather than Looking Glass Studios.
Ion Storm are the makers of the Deus Ex series as well, and Deadly Shadows shares it's ingame engine and some mechanics with Deus Ex 2: Invisible War.
Deus Ex 3 is officially confirmed some time ago, and a Thief 4 is alledgedly in the early works, so Garret will live on as suggested by the very open ending in Deadly Shadows.

As for games that play similarly; Deus Ex series to some extent, and Vampire: Bloodlines perhaps.
Other than that, this genre is very lacking for some reason, but it's getting better year by year!