Star Wars Battlefront 1 and 2 - Its like Battlefield and Star Wars combined into awesome.
Star Wars Republic Commando - Fantastic FPS set in the Star Wars universe. Smart AI, fun battles, and that great Star Wars soundtrack.
Oddworld: Stranger's Wrath - A criminally overlooked game where you could fire adorably deadly woodland critters off of an arm-mounted crossbow.
Kingdom Under Fire: Heroes - What if Dynasty Warriors was an RTS, and really fun? This game shows how. One of the few RTS games that works with a controller.
Beyond Good and Evil - If you never played this game, I pity you. Its like $5 on Steam and Good old Games, so go buy! Its also cheap on the xbox as well, and I would say controls better.
Spartan Total Warrior - Remember Rome Total War? Its like that, only a third person hack 'n' slash. And its awesome. If you haven't played Rome Total War, then let me explain. This game is like an RTS. Only instead of controlling lots of troops, you are a soldier in these massive battles. And its awesome.
Jade Empire - Another fantastic RPG made by Bioware.
Timesplitters - Seriously, these are my favorite games of all time and I would say they are the best games out right now. Better than anything released in this generation of games at least. Fantastic and funny story, amazingly fun 4-player split-screen multiplayer with bots. Astoundingly deep and insanely easy to use map editor, extremely customizable matches, 150+ playable characters... Yeah, these games have it all, and I would say they're perfect. If you haven't played them, they're very cheap on Amazon, and on the PS2 as well. So buy all 3, and see what a truly fun FPS is.