1-) Baldur's Gate II & Throne of Bhaal (2000 - 2001) - Best game ever. Also has TONS of mods.
2-) Deus Ex (2000) - Probably the best storyline in a FPS/RPG and ambience. Great cyberpunk / dystopia
3-) Diablo II and exp. (2000-2001) - Best hack'n'slash game ever. Also the rune trade and ladder stuff gone forever on battle.net (I was very active there till 2007)
4-) Half Life II & expansions (2004 - 2008) - One of the best sci-fi scenarios ever written for a game.
5-) Undying (2001) - Still the BEST frightening FPS even with its outdated graphics.
Also, not my top 5 but I should praise these games;
- Empire Total War - for being a great strategy game
- Guild Wars - for proving that F2play also works with mmorpgs.
- Kotor I & II - proving that if wanted, a good Star Wars game can be made after 1997
- Eve Online - proving that space sims STILL SELL WELL after the Origin era.
- Pro Evolution Soccer 2006 (2006) - Probably the best football game. Fun - Replay value - modding and difficulty balanced well. All other games (including other PES games) has a flaw that destroys the "fun value".