I know you are a thief addict
I take it you have played Deus Ex, that was in the sale I believe.
Some of the old PC games are classics, however I tend to play most games (or demos of them) as they are released, hence why I stay away from the budget games. The benefits of having lots of friends with PCs.
As far as old skool PC games go, I would recommend :-
Heroes Might & Magic 2 & 3
Mechcommander 1/2 - not great but a fun RTS
Diablo's
Mechwarrior 2-4 (incl Mercs)
Homeworld & Cataclysm
Starcraft
Warcraft 2
Max Payne
X-Com 1&2
Battlezone 1&2
Deus Ex
X-wing series
Sam and Max
Day of the Tentacle
Rampart
Populous 2
Civilisation/Alpha Centauri
Undying - Extremely underrated FPS, very scary
Championship Manager
Dungeon Keeper 1&2
The list is endless
If you have any games you want to hear about I am sure I can give an opinion
I am far too sad, what a misspent youth!