Well I'm currently playing Silent Hill 3.
I don't feel the game is as good as 2 or Shattered Memories, but it has it's plus points. The acting isn't really one of them, kinda expect more from Konami on that front, but it's still really atmospheric and messed up. So far I've made it into Silent Hill. Foggy...
Also, how's this for retro: Duke Nukem 3D. Yeah, I did play the N64 version a long time ago, but I never did play it on the PC so I've actually decided to play through it. I'm planning to do the same with as many build engine games as I can just so I can see exactly where the FPS genre evolved from. In Duke's case it's still a great game with a lot of attention to detail, arguably more than most shooters today. Enemies can be squished by doors, you can take a piss at any toilet, need I mention the strippers? Pretty devious level design to. I bought another game on that engine, Blood, from GoG and will probably do that one next. Once I have money I'll buy the Doom Ultimate Collection from Steam.
Shin Megami Tensei Strange Journey: Honest I've been inching this game, like playing it about half an hour a day, often in bed just after I wake up. It's awesome, but it's a victim of the way I play portables: Not much unless it's Ace Attorney in which case I glomp it.
The last game I actually finished was Clive Barker's Jericho: I'll say it now. Most underrated game this gen. Awesome characters, story, gameplay, design. It does have a pretty boring start I admit, but believe me, you forget that when you fight in an underground colliseum for the amusement of undead immortal Romans. It's also nice to lead a bunch of characters with personalities, such a thing is pretty much alien to the FPS genre but it adds a surprising amount to the game's appeal.