Hmm well there are a couple.
I really enjoyed Singularity regardless how close to home it hit in imitating Bioshock to an extent. It was a fun game with some interesting mechanics that although felt a little underused, was still good overall with some great set pieces.
War for Cybertron was awesome and had some really fun action and set pieces as well. The best Transformers game I've ever played that's for sure. Aside from that annoying part where you have to protect Omega Supreme, the rest of the game was so much fun and flew at a brisk pace.
Cryostasis; if you have heard of or played this game, big fucking internet high five. This game (save for a strange ending) was just amazing. It had such an amazing atmosphere that I could feel the chill of the arctic air when playing this game, and the uneasiness of trekking through the corridors of this ghost ship. It's means of presenting the story, the gameplay, and the sound design all came together to form one of the most atmospheric and creepiest games I've every played. Wouldn't call it a horror game, but it did have a creepy vibe to it.
Advent Rising was awesome (on the PC) and I'm still pissed off that I won't get to play a sequel. The game had really awesome action gameplay and the story had the potential for an entire franchise but due to the Xbox version being buggy and broken it won't happen.
The entire Ys series is underrated. Seriously, if you haven't played these games and you love action RPGs/ dungeon crawling you are missing out. Now these games are tough and take great pleasure in kicking your ass, but they are still so much fun to play and just have some of the most awesome bosses and sound tracks in video games. I always liked to call it something along the lines as "Zelda hard core", although its a bit of a loose comparison. If you are a newcomer to the series I'd suggest starting with 7 if you have a PSP (it's the easiest in the series but will still kick your ass), or if you are up for the challenge get 3 for the PC engine, PS2, PSP. Both are the highlights of the series for me.