Bioshock is my choice. It's a freaky, yet beautiful game. I enjoyed it thoroughly from beginning to end. <3 (And the Big Daddies are adorable!) The game play is fairly acceptable and the enviroment is always unique and surprising, almost like you are playing a work of art.
But, I guess it's what sort of games you like. Bioshock is a typical FPS in some respects with the odd fantasy element included. (IE: 'Powers'.)
Call of Duty is your stereotypical war FPS. It's an OK game, but it is rather frustrating at times due to certain glitches that they never ironed out. (IE: You shoot people in the head, it somehow misses. You shoot them in the foot once and the die instantly.)
Left4Dead is more of a survival horror. If you've ever played Dead Rising, it's similar, just in a different setting and more 'creative' enemies. It's OK-ish, but it gets a little tedious after a while.
Fallout 3 is a good game. It's more like Oblivion than a regular FPS. You improve your character using abilities. (Points to spend, sort of thing.) To begin with, you engage in conversations and depending on your choice of reply, it determines the type of person you are and the outcome of events. Later on, it's a simple walk around, explore, shoot attacking mutant wildlife, or rogue humans.