I'm probably missing some games, but:

Homeworld and sequels (especially Cataclysm!) - one of the few and still the best 3D strategy game.
Deus Ex - you can do anything and the game will react to it. You can run from bosses and they will follow you later (or you can kill them in advance!), you can stack all the crates to get to that roof, you can be in the middle of what in any other RPG would be the heartwrenching scripted sequence motivating the main character and start shooting. There are still no other games allowing freedom to such degree.
Planescape: Torment - where dialogue actually feels like gameplay.
Xenogears and to a lesser degree, newer Xeno games. Goes outside of the mold for japanese RPGs similar to Planescape:Torment in the west.
Battle for Wesnoth - the best turn-based strategy, with a whole series worth of quality campaigns, and with some of the unofficial campaigns surpassing the main game. Also the best open source game.

There are many others (XCOM:UFO Defense, Sacrifice, Final Fantasy series, Command & Conquer TS/RA2 and their mods, Fallout 2, Stellaris, Dishonored, Mass Effect, Unreal Tournament, Operation Flashpoint...)