Only strategy or role-playing games in my top 10. You may notice a pattern here
Fallout I, II
Indeed
Thief II
The second most immersive game I played. The most interesting and convincing technology/magic background I got to experience. Coupled with a greatly designed stealth gameplay that get you silently unfold the plot, hidden in the shadows.
Sudden Strike Forever
A strategy game set in World War II, like there have been a LOT. But, where this game shines, and what got me to spend countless hours playing, is the multiplayer.
Apart from the type of army you control, which are much larger than in *tactical* games like CoH, and the type of battles that tend to form front lines with an intense use of artillery, the central point of interest consist of control points on the map. Once you take and keep them for 5 minutes, you secure a new reinforcements wave. The view on the battlefield is large allowing for big and coordinated maneuvers. I think very few games make you enjoy that much losing a battle, and the always present tension of the overall situation, where you don't know if you're on the path to victory or to defeat.
But what make this game good is really in all the simple things making it a complete *strategical* experience. Broad range of types of units designed for different uses. Ponctual and strategical use of planes. Importance of vision, impact of hills on vision. Laying of mines, limited ammunitions. Snipers, medics, different types of guns. Efficient use of infantry as cannonfodder. Katyushas, Howitzers, long and short range artilleries. Experiencing of units.
Vampire : The Masquerade
The most underrated underplayed role playing game of the industry I know of, for obvious reasons : its flaws. If you were wondering, this one is the most immersive. A proof-of-concept for 1st person RPGs.
The most disorientating and immersive environments in my experience of level-design are contained in this gem. And the deep and credible NPCs introduce you into the plot like in no other game. Get the community patch and PLAY IT !
MechCommander
That is the definition of strategy game with RPG elements done right. No time-consuming base managment : this is a game about tactics.
You control from 3 to 12 Mechs and their "Mechwarriors", or pilots, and your job is to guide them throughout the various missions of the game. Tactical combat, experiencing of your pilots, recuperation of ennemy Mechs, customization of armament, taking and defense of bases are the defining guidelines of the gameplay.
I spent hours and hours on this game. The shitty follow-up made nothing to popularize the franchise. Interestingly enough, this game is now freeware :
http://www.mechcommander.org/index.php?option=com_remository&Itemid=53&func=showdown&id=1
The only shame is that there is no multiplayer cooperative mode for it.
Arcanum
Flawed, full of dungeon crawling, but so good anyway !
The innovative game mechanics, the charm of the setting, the retro-anachronic-futuristic technology, and the possibility to explore the ruins of an mysterious ancient civilisation, were what made it so good to play.
Planescape Torment
Deus Ex
Dungeon Keeper
Total Annihilation / Spring