Max Payne is fun and has a great story, but gameplay gets repetitave. Ditto for Enter the Matrix.
GTA games have good storys and have a variety of missions and gives the player much freedom. However, there is no Multiplayer on it which would really be cool.
Two games I say have the best multi are definatly, BF:1942 and Renegade. Last summer I played Renegade none stop almost and was every addicted to it. The highest I got ranked was 73 in the US. I guess I really responded well to the transfer of tactics from the RTS to FPS. For those of you who know how the game works, I was able to purchase entire armies of tanks for my team to attack the enemy. Then with BF:1942 its pretty much a similar game but its a game of attrition and without a monitary system, so I'm still good at it.
I am such a game nerd.