Own:
Beyond Good & Evil - only played through the first level (the mine I think) and got further in the hub world
Vampires The Masquerade Bloodlines - fan-fucking-tastic, almost done with it
Psychonauts - picked it up for $6, but just haven't installed it yet
Eternal Darkness - played it through like 5 times
Homeworld + HW2 - unbelievably EPIC
Crackdown - 1200/1250, just missing that last single damned Agility Orb
The Longest Journey - about halfway through, have Dreamfall waiting on the shelf for me to finish the 1st one
Grim Fandango - didn't sell, but one of my favorites. Hell, I love all the LucasArts adventures.
Here's a game you people haven't mentioned yet. Banjo Kazooie Nuts & Bolts. Reviewers gave it a pasting, it had a horrible demo, and it routinely gets dumped on by Kotaku commenters, but I've been having tons of fun with it for the last few weeks. It's like a LEGO game where you actually get to build things.
Actually, let me list a few more games nobody has mentioned:
No One Lives Forever
Full Throttle
The Ship
Blade Runner - playing through it right now, it's like Deus Ex in LA