Space Hulk was cool.
I remember the first time I played Doom on a network. We'd got it in for review at PC Review mag, but this was in ye olde early 90s and we didn't have a LAN and I had to be content playing my dep ed over a serial link.
Fortunately we were on good terms with the guys over at PC Zone so they invited us over to deathmatch on their office network.
We played through all the levels until we got to the end of level baddy, the cyberdaemon. I just remember 4-5 of us cowering in the central room while the cyberdaemon stomped around the outside, firing rockets. The sound of him stomping around out there was bloody terrifying!
One game I'm really looking forward to is
Alan Wake, a psychological thriller that looks as though it'll be pretty intense. And just look at the screen shots - absolutely beautiful.