Vampire: The Masquerade - Bloodlines is one my favorite games of all time. It received mixed critical responses, was buggy as hell when it came out, and probably could have used at least another year of development time.
That said the game does an impressive job of immersing you into a world filled with vampires. Better yet, it lets you become a vampire. All of the characters are believable, your actions carry weight and affect the story, and the locations are both detailed and interesting. It's one of the best RPGs ever created.