I really liked Planescape: Torment - it's probably the best RPG ever made, and really fits the bill as an intelligent game. Any games with major implication of morals or games that challenge our understanding of reality can probably be put into this cathegory - though games with plot twists that completely baffle the player are great.
As for intelligent games, the nominees are: Planescape: Torment, Portal, Monkey Island (naturally) and chess.
I also like Risk, but that's just to satisfy my lust for world domination.