-Unreal (especially the start of the 2nd level when you step outside the Vortex Rikers and see that big open expanse in front of you). The see-through teleports were also pretty cool (albeit allegedly nicked off of Prey!).
-Forsaken. Probably a bit too brash for modern tastes (techno lighting, loads of lens flare etc)
-Far Cry. Truly stunning and still looks the business 5 years on.
-Serious Sam. Probably the best LOD implementation I've ever seen, it was great to have a throw back to the Doom days i.e. 30+ baddies on screen at once, massive open levels etc. I'm staggered that nobody licensed the Serious engine.
-Call of Duty. A bit of a surprise actually considering it uses the Q3 engine and I didn't play it until after Far Cry and Doom 3. Some really good level design and an example of how visual appeal isn't solely down to the engine and graphics effects - it's also how the designer makes use of those features, the texture design, and intergration with the rest of the game environment (sounds etc).
-Motorhead. Seemed very slick at the time.
-GL Quake. For many people the first real feel of what 3d acceleration can do. The water transparency in particular impressed me.
-Chrome. Simply because I wasn't expecting it from a little known game that was over 2 years old when I played it, the outdoor environments, foliage etc look really good.
-Need for Speed: Porsche 2000. Great track design and some good use of lighting for a driving game.
-Doom 3. Nearly didn't put this (as due to all the hype I was expecting it) but it really did look very impressive with the lighting, shadows, and 'organic growth' infesting the base. I'm tempted to play through this again actually.
Interestingly I haven't named any games released since 2004. I don't know why Crysis didn't WOW me, I mean if I look at screenshots I think 'yeah, that is awesome!' yet it never really struck me that way during gameplay.