Well, Deus Ex...
If you can get passed the aged visuals, the core design was and still is ahead of it's time and offers a intricate, player driven, expansive story... well characterized 3 dimensional characters... a fleshed out and engaging world which the story does a great job of leading you through... the best part about the world is that it's fleshed out by the player, lots of options to delve deeper into the world through lots of different facets, in the context of the world, like news articles and emails... it really adds to the immersion factor...
and of course the hybrid gameplay offers a lot of options for character building through actual gameplay... not just picking a dialogue option...<.<
Also, it's like 5 bucks...
I might add that the new Deus Ex is worth playing too... story was pretty good... characters were pretty good... though the biggest draws are the pretty visuals and the improved combat... not as good story or character wise(or gameply wise to an extent), but it's still worth a look...<.<