Half Life series! It starts with Half Life 1, which was a pre-2000 game so don't expect much in terms of graphics. But it's a legendary FPS! The sequels will blow your mind away....excellent story, gameplay as well as graphics! Half Life 2; Half Life 2 Episode 1; Half Life 2 Episode 2. You 'must' give these a shot!
Check out the Orange box as it also has TF2 and Portal!