I know this is an old game, but Half-Life 2 and the two sequels are about as epic as they come
and I've played each of them at least twice over (HL2 three times).
Basically, I've got every Valve game ever released and they're all worth having. Check them out on www.steampowered.com
, you might find them at a good price for all of them as a bundle.
The one game I keep coming back to is Unreal Tournament and UT2004, if you like fast shooters. In particular, it's amazing how the original UT99 still looks and plays so fantastically well after all these years.
I've got Fallout 3 too and can second BP's suggestion.