There a couple other games I think are pretty fun (Dishonored and Killing Floor), but two of the three people who read this already have Killing Floor. And Dishonored makes stealth pretty great by adding a teleport ability so you don't have to wait for guards to turn away all the time.
I've been spending most of my time with Dark Souls so far. It's another game that I can't really recommend.
This is Dark Souls in a nutshell. I've killed at least 13 enemies to get to this point. That enemy ahead is larger than most and I haven't fought him before. There's treasure on a corpse beyond. If I fail, I lose all my unspent currency and my humanity multiplier which determines how often loot drops unless I can kill all 13 enemies and get back to the spot where I died without dying again to reclaim them.
Some people find risk intoxicating and have the free time to gamble and lose and begin again. I understand that feeling and the sense of accomplishment that comes from eventually winning out. I don't think that's me anymore.