So many!
Deus Ex, Half-Life 2, and StarCraft are essential.
I'd also recommend Portal 2, The Secret of Monkey Island, Star Wars: Knights of the Old Republic, BioShock, The Elder Scrolls III: Morrowind, Half-Life, Psychonauts, and many, many others.
There are a bunch of Xbox games that made their way to PC that are also worth playing, particularly Halo, Halo 2, Mass Effect, and Gears of War.