You might want to try Morrowind. In many ways it's about the greatest RPG ever made. Absolutely 100% open ended; there are missions & quests, but you don't have to accept any of them, and if you do you can play em in any order. Lots of character classes, and each game you play will be different; your actions shape your character & the way the game developes. One warning; the combat system will seem very clunky at first-this isn't so much a flaw of the game as the fact that your character will start out a real sissy. As he/she gets stronger, the combat system 'evolves' along with you.
Obviously, HALO & MechAssault are no brainers; they're the best ones out there. You simply must have them.
"Hit Man 2" isn't too bad, either. I didn't care for the controls, a little too touchy for me, but they're adjustable. Nice graphics and a cool story. This is sorta a second-tier game, but if you get a good deal (maybe used) it's worth a look.
Ditto for "Timesplitters 2". VERY cool game, but you can't save anywhere but at the end of a level. That sucks a lot of the fun out, but still a cool game.
BloodWake looks cool & has some shoot-em-up value, but it's a bit simplistic and repetitive. Buy only if you get it REALLY cheap.
"Medal of Honor" is a tour de force for the 'Box. It has it all, great graphics, phenomenal Dolby Digital sound (the Omaha Beach stage is right out of Saving Private Ryan-Spielberg is credited w/game design), fair voice acting and a well designed levels/scenes.
The first "Night Caster" game should be avoided like AIDS. No redeeming values at all.