Some would say that a person who just finished and enjoyed (okay, moderately) Killzone 2 is not qualified to post in this thread, but...oh, well.
Off top of my head/desktop:
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Infinite Space: Tiny, handheld (NDS) space-opera. From Japan. It`s a bizzare mashup of genres: some classic jRPG tropes mixed with more Western take on the Universe. Plenty of quests, ker-razy characters, open gameplay, in-depth ship & fleet customization and so on...plus one of the best soundtracks ever (even on these rubbish speakers)
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Boiling Point: open-world FPS with RPG elements. Made-in-Russia in 2006, it was heavily hyped up as a sort of Far Cry equivalent, only to be destroyed by reviewers after release for being a bug-ridden nightmare and became sort of a running joke. I installed it by accident some years later - and was quite amazed. The game was patched up very well - there are still minor bugs, but nothing game breaking - and the whole package is surprisingly solid and playable. Plus, it`s deliciously oddball at times - from hilarious voiceovers to some quirky design mechanics. Factions work really well, there`s gazillion of missions to do and the game world is really huge. It even got a couple of sequels.
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The Fall: Last Days Of Gaia: Heavy duty CRPG set in a post apocalyptic word. Similarly to Boiling Point it was nigh on unplayable upon release (German-only release, to make it more unaccessible) only to be heavily patched - and fan-translated - in its later life. And it`s rather excellent, if you like this sort of thing. I`d even go as far to say that if you`re still sore about Fallout going 3D and the whole Van Buren business, give this one a go.
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Kenka Bancho: The Badass Rumble - Lawd, I love this PSP game. It`s sort of my teenage dream come true. Basically a 3D brawler set in a open-ish city with tons of things to do, heavy customization, and charm aplenty. And of course, Banchosity - aka Badassness.
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Wazhack: tried it online some time ago and just got the standalone version (5$). It`s one of these rogulike-like-likes (or something) - basically, side-scrolling dungeon crawl with permadeath. As a @-noob I`m not qualified to comment on its underlying mechanics, but it looks okay plus is quite refreshing to see this 2D angle being used. It also has some physics implemented which can be quite amusing - Giant Rats tumble down shafts and other bizarre things happen. You can try browser version here:
http://www.wazhack.com/play