[Epona]

I recommend the Penultima and Penultima Rerolled mods - I think there are 9 or 10 of them in all and they're fantastic, especially if you like a bit of humour with your role playing - basically they are very tongue in cheek about role playing/computer games/the music industry/anything else you can think of - and are very funny while also having a brilliant story line, excellent dialogue, and are very playable. (Also try anything else by Stefan Gagne, he seems to work a bit of magic when it comes to writing mods!)

As others have mentioned, the Shadowlords and Dreamcatcher series are excellent with innovative locations and plot. Dreamcatcher is much better, but follows on from Shadowlords so it's best to start out with Shadowlords.

Lone Wolf - I think there are 2 of the series out so far, I quite enjoyed that one.