I LOVE story driven games...
Alan Wake is an awesome game where the story develops very organically right in front of you. The atmosphere the world builds through sights and sounds is really unparalleled to any game I've played recently. Lots of fun Easter eggs to look out for, too (keep an eye out for QR codes in the game)!
World in Conflict, which probably wouldn't have come to mind if I hadn't read it earlier, but the single player is awesome in terms of story. Being on the west coast, it was bone chilling to see a story like this one play out so close to home in towns I recognize. I had to laugh at myself though, I got so excited when the Oregon Air Guard got called in towards the beginning of the story... Nothing in video games ever happens in Oregon!
Synopsis: really cool RTS gameplay (love the air strike and artillery system), and an excellent story.
Mass Effect 2 was very well done, never played 3 and haven't finished 1. The first one was harder for me to get into; it started very slowly. The second one was perfectly paced and was really pretty gripping to play through the entire time. Was a little disappointed in how abruptly the game ends, but by no means a deal-breaker.
Half-Life 2... No real need to elaborate there.
I'll stop there for now...