UT2k4, Prey is good, CS:S, HL2, F.E.A.R., Oblivion (hours of fun for some), Warcraft III and Frozen Throne Expansion, COD, and the original UT.
All of those games I find to be highly addictive and action packed from the very start (except maybe Oblivion, but it's still awesome to me).
::-Chase-::