Yeah, HL2 and FEAR are a must, maybe not so much FEAR though, but still. HL2 is a priority for a pc gamer. If you're interested in online, try Counter-Strike Source and Day of Defeat. Also try Battlefield 2 for a tactical FPS.
Here's a quick list:
HL2
FEAR
Bioshock
FarCry
Doom 3
BF2/2142
Quake 4
CSS
DoD
Unreal Tournament Series
Call of Duty series (if you're really into WWII, games aren't 100% amazing though)
Team Fortress 2
One's you should look forward to:
Crysis
Far Cry 2
Battlefield: Bad Company
Unreal Tournament 2007
Call of Duty 4 (
not WWII and looks AMAZING)
Alan Wake (I think it's primarily 3rd person but 1st person as well, not sure)