Metro 2033; The S.T.A.L.K.E.R. trilogy. Last mentioned contains more shooting than the first and for the first S.T.A.L.K.E.R. game (Shadow of Chernobyl) I recommend using the Complete mod. I do not know how good Fallout New Vegas or Battlefield 3 are (never played and BF3 does not seem my type of game).