I personally liked Avernum 2 the most out of the series that I have played.  It just seemed to be more open and mysterious than the later games, especially with the spells.  That is just me though, and the later titles are still good games.

My favorite is Thief, which is followed by System Shock.  Both had top-notch atmospheres, and the former definitely had interesting gameplay for me.  There was a definate sense of danger in thief, because your avatar was very weak in the physical sense, so you had to be careful or go the way of the dodo. 

I would say that I really liked Star Trek:  25th Anniversary.  It is an adventure game for DOS, and you basically play out a set of scenarios with Captain Kirk's crew.   The objective of the six or so scenario varies, but the theme is just like the show:  Try to find the best solution.  This means being diplomatic, not using phasers on kill, so on and so forth.  It really captures the show perfectly, as does Judgement Rites.   However, you are also free to be an inept Captain Kirk, you just lose points for not following the preferred route.  So you can make quite a few mistakes and still get to the end.

Moving onto platforming glory, I heartily nominate La-Mulana.  8-bit graphics that are succulent to behold, MetroidVania gameplay with a serious dash of Zelda...and it is free.  A really good combination, I say.  If MetroidVania isn't your bag though, give Gun Hazard a shot.  Featuring a rather heavy story in the Front Mission world, you play with a mecha in a side-scrolling RPG game.  Looks good, quite serious, and just plain neat.

Give Maison Ikkoku a shot.  The former was made by the person who made Ranma 1/2 and Inuyasha, but is different in that it is the story of two people in a mundane world.  No dragons, curses, or over-the-top action.  Just a modern setting.  You might also want to look into Eureka 7.  Beyond the mecha and wind surfing, it is fairly realistic.

I would say that some of the better dubbing in English would be The Big O, Nadeisco, and Full Metal Panic.  Especially that last one, because the voice actors seem to perfectly capture Chidori's and Sousuke's voices.  That said, I usually find Japanese voice acting to sound better to me, though I welcome nice voices from either side of the sea.