Resident Evil.
First game that ever made me actually shit myself when I was younger, Nightmares ensued ever since I played it and I remember it so well. I never was able to own it but would beg my mother to visit my aunt's so that I could play it with my cousins, I would walk through the dining room and down the hall until you meet a zombie eating a man's corpse, The zombie hears you and drops the Mans decapitated head and turns around with you and stares at you with the most evil eyes. the choppy graphics made it so perfect. I would then scream for my life and throw the controller at my older cousin because I could never beat that zombie when I was younger.
This is the scene that terrified me and many others. xP
[youtube]http://www.youtube.com/watch?v=Fe6srxp1-9I[/youtube]
There was also the scene where you get dragged into a a room full of zombies, when the zombie dogs jump through the mirrors/windows and the giant tarantula.
Resident Evil 4 is also worth a mention. a top, top class modern game.
Half Life.
Where do I start, completley transformed shooting games forever, you must play this game if you don't only care about graphics.
Half Life 2 was breath taking, One of the best games ever made and I still play a few mods for it sometimes.
You must play this game, you would not think that it is 5 years old.
GTA 3.
Completley changed 3rd person view games, it was the first of it's time and one of it's kind.
Couldn't be arsed naming any more or going into more detail for now..