Played through F.E.A.R, and absolutely loved it. While it did get slightly repetitive, it's still well worth playing through, just for the story alone and the end sequences, even more so if you had been listening to all of the answerphone messages. I got really spooked by the game, especially when Alma pops up in her lovable, 'hey-lets-melt-flesh-off-bones!' way. The use of atmosphere and sound is very noticable, although it does get to the stage when you can tell somethings going to happen (The little 'screech' sound before something paranormal happens, as well as the flickering UI), which does ruin it a bit.
Not played the Perseus Mandate or Extraction Point yet, purely because they're not done by the guys who did the original. Monolith wanted to go to a different publisher, but Vivendi had a contract which allowed them to keep the F.E.A.R name. Monolith are now working on Project Origin, the official canon sequel to the first F.E.A.R, and it looks pretty damn good.
Oh, and in case you didn't know; Condemned 1 and 2 are by Monolith as well ;D
On the other games mentioned in this thread; Doom 3 and S.T.A.L.K.E.R, I've played them both, and while they both have elements of horror/scariness, they use different types of scarinesses. Doom 3 is just insta-scares, and dark lighting, while S.T.A.L.K.E.R is more the fear of coming up against something mutated, or unknown. F.E.A.R, as one of the devs said, is more the element of, "What the poo-poo do I do against this creepy devil ghost girl?!" After all, she does reduce men into bones and a pool of blood.
...Woah, sorry for the wall of text