Someone said before, but Dead Space 1 & 2 are definitely worth your time. Its rediculously immersive, playing with the lights low and sound high makes for an epic single player campaign (even if its a little on the short side)
FEAR 1 & 2 are also worth checking out, even if they are a tiny bit dated.
Borderlands is a good bet too. The original and the expansions are thoroughly enjoyable. I'm still playing single player since release to this day because its that fun. Can't say that about a lot of games nowadays