[AgentZero]

Never actually never played something I'd payed for, but I've played most of what you've mentioned, so:
IG2: Not really worth it. Anti-climatic (and buggy) ending
GalCiv2: Ok, haven't played it
Freespace 2: Got it when it came out, still on my HD. Well worth your while, especially with all the mods out there
Call2duty: Never played, my friends are big fans of it though
Dungeon Siege: Failed to keep my attention. A single player RPG that skimps on the storyline will doesn't interest me much.
Knights of the Old Republic: My 3rd favourite RPG (behind Baldur's Gate 2 & Neverwinter Nights). Despite it's flaws, KotOR 2 was very good as well. There's something extremely satisfying about getting 3 Jedi wielding dual lightsabers carving their way through legions of Stormtroopers
Elite Force 2: Played it and it's prequel on a friend's computer. Neither managed to hold my attention for more than a couple hours
Quake IV: Makes my current PC cry
Doom III: See Above
Empire Earth 2: Good, but not good enough to save it from being purged when HD space became an issue
AOE III: Ditto
Civ4: I'm becoming disillusioned by the who series. 3 & 4 have just failed to maintain the simplicity that made the first two such a joy. On the other hand, I've got Civ3 on my mobile phone & it rocks!

The only games I can think of that would fit your description would be games I've bought, played & never finished, & include:
Project IGI: Forgot I don't really like FPS's
No One Lives Forever: Almost made me forget I don't like FPS's. Almost
The Longest Journey: Uninstalled due to HD space issues, reinstalled, forgotten about, lost 2 of the CDs. My sister has it though so I'll be nicking it when I'm home, because it is brilliant
Soldier of Fortune 2: Again with the FPS's! That & the fact I can't get through one mission, god mode or no

Of course, the list of games that I got walkthroughs/cheats/trainers just to finish off is much, muhc longer