RPG: Morrowind, Planescape: Torment, Gothic, Deus Ex (but avoid the sequel), Throne of Darkness, Fallout 2, Ultima Underworld (very old, primitive graphics, but it created most of the things we are used to in 3D RPGs)
RTS: Myth I and II (avoid Myth III), Syndicate Wars
Stealth: Thief I, II and III (note that also Deus Ex has strong stealth elements, but not mandatory, you can use stealth if you like it, while in Thief stealth is the main gameplay element)
Racing: Grand Prix Legends, GTR2 (I got the first and I still have to play it, but most say the 2nd has great improvements and from what I read around it has some features similar to Grand Prix Legends ones)
FPS: Duke Nukem 3D, Half-Life, Unreal, Unreal Tournament
Action Adventure: Hexen I, Heretic II
I got also Gothic II and III and Colin McRae in my backlog and recently added Sacred and Mass Effect, but I haven't played them yet so about them follow others' opinions and suggestions (although I can tell you that if Gothic II is even better than the first as many say it's definitely worth playing, while many also say that the 3rd is good but not as the first two)
