As much as I hate ubisoft and even more so Tom Clancy, I have to admit I really really really enjoyed Splinter Cell.
Yes, I am ashamed because of it, yes shadow mechanics are ridiculous, but what can you do.
On the plus side, there are cheapo versions out, for the PC. It's like the first parts up to double agent for € 10 or 15-20 including double agent. I think you can't go wrong with that sort of pricetag. I think the part I enjoyed the most was "Chaos theory", I really liked the guard dialogues
But whatever you do, don't buy double agent for the wii, it has only half the content.
edit: It just occured to me, there was a "Hitman" title out there, in which you had the option to finish every mission wearing your standard clothing and sneaking about, I think it's even possible not to stun anybody. IIRC the leveldesign would only reveal it's true beauty to the player if they managed to finish it in that 100% stealth mode. If I further recall correctly, that's true in most games in the hitman series, as well as in splinter cell.
Only gripe I have with hitman is... it doesn't feel right controlling the guy. He's like a wooden doll or something, totally not fluid, totally un-ninja.
and yet another idea: Metal Gear Solid. the FIRST one. yeah, it has to much dialogue, but it only got worse from there. Part 2 sucked ass bigtime, the first one was pretty nifty, I thought. I enjoyed even the bonus disc "virtual missions" or something.
I'd say it's worth it to set up a PS emulator to play it.