The mechwarrior games are a BLAST! If you don't feel like paying for mech 4 with the expansion and the 2 add-on paks, then MEch 3 still looks great and you can get it for like $20 or so.
Other suggestions:
No one Lives Forever 2 (or 1, if you haven't played that)
Freespace 2 (fun space sim, avaliable for cheap now)
Serious Sam (mindless, mindless, happy fun)
Black Hawk Down (Go to Somalia circa. 1993, and kick some butt)
Return to Castle Wolfenstein (if you haven't played it, get it)
Mechcommander 2 (butt-kicking RTS with giant explosions, which isalways fun. Oh, did I mention the 2000-odd downloadable campaigns and missions for it?)
Medieval: Total War (it's slow, but hey: what's more fun than sicking 200 Kapaphrakti squads on the French's butts? Not much

..... )