ZOE2 & Metal Gear Solid 2 are an absolute as everyone keeps saying but also try:

The Getaway
The Getaway Black Monday
GTA Liberty City Stories
GTA Vice City Stories
True Crime New York City (No LA that was so bad!)
Devil May Cry 2
Devil May Cry 3 Special Edition

I'd have more to suggest if you like beat em ups or sports but since you dont oh well!