The Max Payne games are my all-time favourites of all time regarding shoot-'em-ups, alongside FEAR. For third-person games, I love Splinter Cell: Chaos Theory and the latest installment, Double Agent. As for RTS, I don't play them much but I think Rome: Total War is quite good. Last but not the least, the best game of all time has to be the superb but largely unknown Grim Fandango. I can play it again and again without getting bored. It's a true gem.