STALKER is my favorite FPS of all time.
And I don't care if you call me a p***y, I think the first time through agroprom underground, lab x16 and (especially) lab x18 were some of the scariest parts of any game I've ever played. As a whole, it's not a 'scary game', but those parts? I'm sorry, the first time through, alone, at night, in the dark, surround sound cranked up? They were freaky.
I like FEAR as well, played it through a few times, but it IS totally linear. It's pretty freaky at a number of points in the game. They're kinda 'fun scares' though I think. If it wasn't for the fact that the combat is friggin awesome and the storyline very cool, it would be a sorta suck game. But that's true of A LOT of games ... Half-Life 2 you could say similar things about, in fact.
I think they're both worth playing but STALKER I ended up playing over and over just to try out different strategies, new patches that came out that changed the game, mods, etc. Just a word of advice: Buy the DISC, don't get it from Steam. It can be a little unstable, and if it crashes mid-game, the install can get corrupted. Handy to have the disc around. Also get the FLOAT32 mod that's out there, it improves graphics and performance w/o changing the game.
And stick with it, cause it's hard at first (make sure you start out on NOVICE is my best advice) and takes a while to 'get' the GUI and how to use the tools at your disposal. Weapons SUCK at first. Once you get yourself an AK and a scope things start getting easier. The 'middle' 70% of the game is the most fun ...