Hmmm, good question. I'd suggest the following:
Max Payne 2
Very slick, well polished affair with a good balance of visuals and performance. Excellent attention to detail and includes some in-jokes as well.
Call of Duty
Admittedly I didn't play this until a good year after it's release, but it just seemed to be a very well choreagraphed affair, a great atmosphere and plays like a runaway train, the gaming equivalent of a page-turner novel. Good graphics considering the aging Q3 engine it used, it also features an excellent score coupled with the historical element.
Halflife 2 - Episode 1
The original HL2 is not without it's flaws, however Valve refined their masterpiece and this is a very well presented affair.
WH40K - Dawn of War
Good attention to detail, capturing the GW ethos very well. Excellent FMV, a slick interface, this has pretty much everything I want from an RTS. Very easy to pick up and play.
^While I'm a big fan of the above games, I wouldn't say they are my favourites - simply the best made.