Ok.
The Thief Series
Buy all three of them: Dark Project, Metal Age and Deadly Shadows. You can get them all incredibly cheaply here: http://www.play.com/Games/PC/4-/11555704/Thief-The-Complete-Collection/Product.html?ptsl=1&ob=Price&fb=0
They're brilliant, brilliant games, and have more replayability than you could really exhaust (especially the second game, which most consider the best in the series). Also there is the fantastic voice acting, brilliant story-lines, incredibly evocative cut-scenes (in the first two games, anyway), and a genre-defining method of play. Oh, and the fantasy steampunk setting, which is simply perfect.
Trine
Rather more recent, but it's an excellent purchase. It's effectively a puzzle platformer, but even if you're not a fan of that particular genre (I'm not), you'll enjoy Trine simply because it's so incredibly well made. Unlike most platformers/puzzlers, any mistakes you make are purely your own; there are no blind leaps or unavoidable traps or anything that makes you annoyed with the game. If you die, it's your fault, and that is a wonderful thing. It's not a massively long game, but what there is is perfectly honed and crafted and gorgeous from start to finish, and now I feel a little homosexual for referring to a game as gorgeous.
Arx Fatalis
This was an RPG, but I'm slightly loath to put this on a list, firstly because it wasn't a PC exclusive, and secondly because it had a number of minor issues. Maybe it was because the version I was playing was an... acquired... piece of software, but there were a handful of minor bugs. Nothing massively game-breaking if you could work around them, just irritating things like collision detection being broken in odd places, so that you would end up unable to climb ladders, and end up stuck at the bottom of wells and things until you realised that if you left a fruit pastille on the W key, put a book on the pastille and went to have lunch or something, that you could make the character walk through walls. In addition, some of the puzzles I found required gamefaqs due to sheer obscurity of the solutions.
Anyway, it had good voice acting, a decent story, a fun setting and a fairly innovative method of casting that I found pretty enjoyable. It's not a perfect experience, but it kept me though to the end, which was a satisfying distance away. It's got its fair share of little easter eggs and other hidden toys for replayability as well.
Torchlight
This game has got a lot of good press, and it deserves it. It's an RPG hack'n'slash, with every detail designed to be as fun and smooth and enjoyable as possible. I'm a little too tired right now to go into all the details, but I will say that in terms of addictive power, it's like WoW and EQ and premium crack and Bejewlled rolled into one life-destroying package. I started playing it a couple of hours before my afternoon lectures were due to start, and emerged a little while later to find that the end of days had come, Cuthulu was roaming the streets, and I had somehow bypassed several millennia of human history while making my Alchemist carve chunks out of tunnel monsters with beams of light and fire.