ok this a top 10 of what i would recommend:
1. Orangebox 29.99? *
2. Bioshock 19,99?
3. Left4Dead 29.99? *
4. Garrys mod 9.99? (requires atleast one source game in your list)
5. Counterstrike 19.99?
6. Call of duty 4 49.99?
7. Unreal Tournament 3 19,99? *
8. World of Goo 19.99?
9. Audiosurf 9.99?
10. Osmos 8.99?
11. Track Mania Nations (free)
*can be bought to steam via retail
the best tactic on steam is first to get a good game pack like the OrangeBox (contains 5 games)
you can buy that one in the store, as it is probably (research it!) cheaper in retail, and when you install the game you add the code to your account and you have the same effect as buying it on steam!!! (unreal Tournament 3 has it too)
and then see if there are any offers like weekend deals out there.
weekend deals are short actions where you can buy a certain game(pack) for 50% or 75% off!
the tradeoff is that the offer only last 2 or 3 days
also they have loads of indie games, games that are a lot cheaper than normal games, though they are smaller, made by smaller studios and probably not a mainstream FPS.
they are also more ingenious original surprising and fun! did i say they were cheaper?
p.s.
THQ pack is on sale, it looks great, lots and lots of games!