After 2005... gm... crappy games, mostly. :rolleyes:
I would recommend FarCry, it is 2004 but it looks great, I have played it about 10 times, and all the bugs of it make it quite replayable. And FarCry Instincts are available on consoles, but I didn't play them.
There is also Chrome, the game that FarCry is a clone of, Chrome Specforce came out on 2005, actually. But it was written in Java and it has really crappy graphics. It also has AI with lightning reaction, so it's pretty hard to hit first, lol. I started to play it and I think it's OK, except the fast enemy reaction is annoying, good thing there is a lot of heltex around.
Half-Life 2, I don't like it, but most people do. I prefer DooM III, but no one likes it, so...
If you are into fantasy 3rd person FPS'ing (FPS'ing, not jumping), Heretic II is great, but it's 2000 and graphics bug on new computers.
A good 1st person FPS fantasy is Dark Messiah of Might and Magic, if you like Oblivion I think you'll like this. It may actually be 2005, Source engine.
If you want a change of genre, Age of Empires III (RTS) is good, I'm not sure about the year, 2004-2005 something like that.
Perimeter is a great RTS (the best in years), 2004-2005, but only for people that understand because it has nothing to do with StarCraft or Age of Empires or anything.
WarCraft III, the campaign is really fun. Never played Frozen Throne or multiplayer.
Gothic 1-2 are good RPG games (true RPG, not like Oblivion, so you may not like them), Gothic is about 2000, Gothic 2 - not sure.
Neverwinter Nights 2 just came out, RPG also, but a bit more classical than Gothic - less action. And NWN 1 was better IMHO.