Just started Stalker: Clear Sky today and so far it's amazing. Many say it's the worst of the 3 games. Really though, there's nothing else like Stalker. It's an amazing experience. I prefered Call of Pripyat over Shadow of Chernobyl but both are great.
Battlefield 3 is pretty good online.
Arma 2 is different. It has a huge learning curve and it's more of a simulator than a first person shooter. If you can, try it out before buying.
Also try out Deus Ex: Human Revolution. Such a great game and it's really cheap now.