Thief the Dark Project & Thief II the Metal Age
These two titles by Edios have produced a new realm of gaming, the First Person Sneaker, where you are rewarded more for cunning and hiding in the shaows than for a full frontal attack (which will usually get you killed). The ability to creep through the shadows and whack someone over the head with a blackjack, or hide in the shadows atop a wall and plug a guard in the back with a well placed arrow really appeal to me. Combine this with lock picking, rope arrow to shoot into a rafter and climb away from your enemies, a little magic and a twisting, turning plot and this is a series of games you do not want to miss. There is also an intersting Fan site at Thief Underground with lots of news and extra levels.