I recently learned a game I fell in love with several years back is on Steam and it's one I quite recommend.
Marauder , a Tactical game with RPG levelling up system, set in an alternative history where the old Soviet world in a state of anarchy (no rule) and only the strong and prepared will survive.
With limited resources (weapons, ammo, explosives, etc) one must carefully and strategically plan out and execute how to survive in the streets or buildings, but as the saying go "a plan is the first thing thrown out in war" and one must adapt. Plenty of variety and ways to take out the enemy and I found myself playing through missions more than once to see if I could do better or use less ammo. Setting up traps and killzones (e.g. let your enemy walk into a street as you and your squad shoot at them from the high ground in buildings) was rather satisfying.
Learn the types of enemies, figure out how to take advantage of the terrain, buildings, and locations that will offer the best protection for you.
As resources are limited you must procure items such as bullets, scavenge through the map as you run from or plan out attacks, and raid your enemies (their bodies or their bases) to ensure you have what you need to survive.
As a RPG, the build does matter. You can't be a catch-all that attempts to be a jack of all trade, focus on a design or build. It's "modern" combat, so learn how best to be the type of fighter you need to be. Assault riffle, sniper rifle, Rambo (I don't recommend this one), what have you, play accordingly.
A surprisingly well written story that has brought forth comparisons to the classic Fallout games, S.T.A.L.K.E.R., and Commander series, made all that much stronger by what you yourself can put into as you play a normal human whose life can be taken out rather easily as he fights to survive and improve his chances.
While a complete game, it does have some technical issues such as the occasional enemy walking through a wall (rarely), missing textures (not always noticeable in a ruined city), and a weird pause after two sound files overlap when they shouldn't. Nothing that hurts the game.
Warning, this is an older game designed for Windows Xp, so run in compatibility mode. I haven't heard of any troubles for those running Windows Vista/7, but I know some builds of 8 have an issue with it due to color scheme, which if that happens to you there is a fix online somewhere.
Suggestion before you play is to go through the options. Mouse sensitivity and sound especially.