There's TF2 at half-price on Steam, and that's a good war-themed hat simulator. It is also a shooter.
Also Midway's (2005) Area 51 was released for free a couple years ago. Don't know if it still applies, better google it.
Alien Swarm, although not a fps,is a fine shooter, available for free at Steam. It's also got multiplayer and achievements. Very nice.
The Suffering is also available online for free, same deal as Area 51.
Some more shooters, all of them free(most are multiplayer-only):
Full Spectrum Warrior
Oh, and MechWarrior 4
Yeah, not an fps, but...