Not really no, Fallout 3 rocks in that regard. Almost all other shooting games seem to keep you corralled into a zone or lane. Another thing I love about it is the mods. Everything from turning drab brown into summer or fall to a specific weapon or armor. It is very easy to mod, and fallout nexus has thousands. Enough so that you never really need to get bored with it.
The Total War series is good if your into strategy games.
Bioshock was fun once, but all the action was on this giant spaceship.
Lots of puzzle solving, etc.
I ran through Crysis once, and promptly deleted it off my HD. Not worth the money IMO.
If your looking for a new game, go back to fallout.
Try either "summer" or "Autumn". Either will totally change your fallout experience.
No more barren wasteland, just lots of bad guys hiding in the trees.
Add "Enclave Enabled" to give you more bad guys to shoot at. (Brings the Enclave guys in right away)
From there it would depend on what kind of character you like to play.
Although I highly recommend
HeroinZeroWeaponMod (Loads of new weapons carried by enemys and at merchants)
MoreMapMarkers
Alternate Start Role players. Pretty much title says it all. Instead of the vault, start Fallout as any one of several possible models, refuge, mechanic, Regulator, its a long long list. Some of them are very tough to start with.
For new places, Shady Sands and Rockville add several quests, new merchants, etc.
VDSP for some new interesting perks.
Megaton Scavengers gives you 3 more people to sell stuff to. And their $$$ resets faster than most merchants.
Of the DLC, I like Zeta the best, Point Lookout is pretty good, The Pitt and Anchorage are fair.
Anchorage is a lot more linearly scripted like most shooters.
The Pitt is gritty, tough choices, esp for a good or neutral character.