I'll second Deus Ex and Morrowind. GTA 3 is also great, and the GTAs previous to that one are good too, though I never played them.
If you like shooters and are looking WAY back, Castle Wolfenstein 3D and Doom are classics.
My favorite game from the early 90s was X-wing, a spaceflight combat simulator. No idea where one would find that one.
Speaking of which, many of these are probably hard to find. You can get legit (and cheap) copies of many of these via Steam, just fyi. Also, last time I was at Half Price Books, there were a lot of older games for sale.