Patriotpro’s list is a good guide. From those games I would suggest you try:
Forza – because everyone I know raves about it being an addictive and gorgeous driving game
Alan wake – it has a deep, twisting and dark plot, with some lovely graphics and good pacing. If you ever liked twin peaks you’ll love this.
Portal2 – a thinking man’s first person game. Great graphics, brilliant humour and massively satisfying gameplay. It’s an absolute must.
Lego games for coop – as above.
If you aren’t a seasoned gamer I wouldn’t bother going for halo, bf3, gears of war. Not because they aren’t amazing games – they are. It’s just that they are challenging, not very deep and if you play online you will likely be beaten endlessly by kids that are much, much better than you (do I sound bitter?)
There are sooo many more games worth playing once you have done these. Have fun!