Hmm... I'll constrain it a bit to the last 10 years of games and none of these were particularly impressive to me, they just didn't completely suck.
In no particular order:
Half-Life/Half-Life 2 (take your pick)
Mass Effect (Interesting dialogue, fleshed-out (sic) characters, villain you love to hate)
Heavenly Sword (best voice acting ever IMO)
Psychonauts (one of the "smartest" games ever created, truly clever in every sense of the word)
Grim Fandango (love me some Tim Schafer, very dark, very different, complete flop commercially)
edit: I'll take back one part of my earlier statements. Tim Schafer is a truly gifted writer, storyteller, and game designer. He constantly breaks boundaries with his games, it's just too bad that no one fucking buys them.
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