Condemned: criminal origins. though it rarely involves shooting and it's more about melee combat and crime solving CSI style.

Metro 2033: A fantastic sci-fi shooter with a nice mix of survival-horror elements and one of my favorite games of this gen. be warned that the enemy A.I can be a little wonky and it's a lot more challenging than your typical FPS. If you have a capable system, PC is the way to go.

Bioshock: What can I say that's not already been said about this game. Combining Plasmids with gunplay is mighty fun and it has one of the most interesting and intriguing setting to a video game.

Orange-Box: Portal and Half-life 2. nuff said.

The Darkness: A fascinating tale about Italian mobsters, tenticle demons and undead Nazis. Yeah it's awesome alright!

Crysis: If you liked Crysis 2 style of open environments then you'll love the first one. Much bigger environments than the sequel and total freedom on how to approach every situation.

and these are the games that best to be played in co-op: Left 4 Dead 1&2, Halo 3, Reach, COD: Waw, Resistance, Raibow Six: Vegas.

Because you are new to FPS, I suggest BioShock,  it has a spectacular campaign

Crysis 2, Half Life, Fallout, Goldeneye Wii, and most likely Deus Ex

Any platform?

You have to play STALKER.

Other than that any halo, as mentioned half life, I liked Medal of Honor alot. Bioshock is a must too-great atmoshpere.

Does it have to an FPS or can it he a shooter?  If you're open to third person shooters I would also suggest--

Ghostbusters - ignoring my obvious bias it really is a good single player game if you like Ghostbusters in any way at all. As an added bonus it's really cheap new and used (I believe you can even download it on Xbox). 

Uncharted series - probably one of the best new franchises this gen. Truly excellent.  If you like Indiana Jones you like Uncharted. 

Gears of War - another excellent new franchise and the game that made every other game want to use a cover system. If you have an xbox there's no reason not to have this. It's incredibly cheap by now and it's just an all around good game. 

While I prefer other games because I'm more into multiplayer, I think you'll definitely like Bioshock. You said you like RPG games, and bioshock has some RPG elements. It also has the most engaging atmoshpere in any game. 

You should also try Mass Effect and Borderlands , which are hybrids of both FPS and RPG games. But really, you should definitely try Bioshock. It's been suggested in this thread multiple times for a reason. It is just one of those games that will amaze you. Make sure that you start this game with the lights off and fully focused. You'll really feel like you are in that world. You'll really miss out on a great beginning if you don't. 

Borderlands is a very fun, very good game.

Definitely Mass Effects and Bioshocks, I personally thought that the singularity campaign was OK-ish, I got bored about 6-7 levels in :l COD4 campaign was awesome when I first played it, 2008. MW2 campaign was OK-ish too I guess, highly unlikely but still a pretty decent campaign for a FPS, Black Ops campaign was pretty good too, WaW was OK, but I think due to the Treyarch mechanics, it was nowhere as good as the 3 modern ones.

just wait for duke nukem to come.

You heard Half-Life is pretty good?! What?! It's more than good. Get Half-Life 2 and all the episodes, they're great.

HL2 also has a rediculously large modding community backing it up.