Have to stop playing only MMOs - Which older (cheap) game off Steam should I try?

Left for Dead2. You mentioned being a FPS fan, so you might consider L4D2. It's starting to put a little age on, but the game remains quite active (8,800 playing on Steam right now) and the game covers all the bases--even mods!

I might recommend Killing Floor instead. It's a similar zombie shooter, and similarly a bit old, but Tripwire's done an amazing job of supporting it, to the point where there have been new maps and events within the last couple of months. It's on sale pretty often.

Other recommendations that haven't been mentioned yet:

One Finger Death Punch - Minimalist stick-figure kung-fu fighting game. More fun than it has any right to be. If you like classic kung-fu movies, you should give it a shot.

Legend of Heroes: Trails in the Sky - Feels like an RPG from the PS1 era. Though the gameplay is pretty common, it's implemented well, and the depth of the world is impressive.

Shadowrun: Dragonfall - A cyberpunk fantasy RPG with a turn-based tactical combat system similar to XCom's. There's an earlier game using the same system, Shadowrun Returns, but the story and implementation on Dragonfall is better.

Orcs Must Die! - Humorous hybrid of tower defense and third-person action. You buy traps to place to ward off the incoming armies of orcs and other critters, then you run around using weapons and spells to make sure nothing gets through. The sequel is also good, and includes most of the levels from the first, but it's more oriented toward two-player co-op, and some of the levels are difficult to solo. (The first game lacks co-op.)

Marlow Briggs and the Mask of Death - An action game made in the style of a cheesy B-movie. It nails it.

Deus Ex: Human Revolution - Can be played as a stealth game or a shooter, as you like. Pretty cool. The original Deus Ex is also still worth picking up, if you don't mind dated graphics. (There are HD texture packs out there that help a little, but it is getting close to 20 years old...)

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