I've done lots of the "online" type games (heck, I used to run the second-most popular game server on the West Coast once for Quake, Half-Life and Counter Strike), but I really actually prefer the single-player FPS type so I can take my time and lose myself in
the game for awhile.  In the single-player games you don't have opponents asking you questions all the time!
 
The only new game I've played in the last several years was Rage which I got in June and have played four times already.  My "1337 skillz" must still be good since I went through their final level on my first try without any saving and restoring (either that, or the last level was a bit lame - lol).  I've replayed many of the levels trying different weapons though, they've got some that just make me laugh over and over like a crossbow that can deliver a dynamite-tipped arrow from a LONG distance.  You shoot them and they panic, run around in a circle while cussing until they blow up.  Never gets old.  Hehe...
 
STILL waiting for Half-Life 3 though...