Metro 2033 is the debut game of fledgling Ukrainian game studio 4A Games, and what a debut this is!! This FPS/RPG is a perfect balance of gameplay and atmospheric immersion. Based on the post-apocalyptic sci-fi novel of the same name written by Dmitri Glukhovsky, this game takes you through Moscow's subway system several decades after a nuclear war, and are cursed to live underground lest they want to die of radiation sickness. Monsters and phantasms known as the "Dark Ones" are coming into the subteranean dwellings and are threatening possibly the last remaining people on Earth. You play Artyom, a Ranger, who adventures outside the metro to find out about the Dark Ones and save whatever's left of Russia.
This is a game that really tests your medal, but at the same time, largely avoids overkill in difficulty (though there are some aspects of the game, such as weapons, that make this more difficult than it should be). This game is rated M for good reason, as there's a lot of brutal violence, and the violence perfectly fits in the grimey, dystopian setting. There's plenty of gameplay nuances that help add some layers of realism to it, such as needing a pneumatic charger to recharge some items like your flashlight and night-vision goggles.
If you have the right gaming hardware on your computer, get the PC version over the Xbox 360 version, since the PC version flows more smoothly than the 360 port.