Highly recommend fallouts series and oblivion. Also the Mass effect series, the bioshock series, and Borderlands are some of my other favorites. If you are looking for a free game try Team Fortress 2.
Aw man got some killer RPGS to recommend Dragon Age: Origins (Heard the 2nd one wasn't to good, not played it though) Morrowind (Spent 10x longer in Morrowind than I did Oblivion) Fallout 1 and 2 + New Vegas (FO3 not worth bothering with IMO) KOTOR 1 and 2 (Jedis with D&D rules, 'nuff said) Deus Ex 1 (Incredibly complex and dynamic plot) Between all those, you'll be indoors for months
if you wanna go the steam route, Neverwinter nights 2 is really fun as well (imho), as is torchlight and also this game Recettear: an item shops tale. Recettear has a really cutesy japanese look but the content of the game itself is pretty addicting, and the dungeon crawling aspect of it is really absorbing as well.