Deus Ex is quite simply the greatest RPG ever created. It offered multiple paths to accomplish the same objectives, whether you preferred stealth based gameplay to all out firefights. The upgrade system involved letting you choose the direction your character would develop into, and rewarded exploration. The story was gripping, and I spent many hours trying to complete every single objective and explore every map to the fullest extent. Multiple endings existed, depending on which of the factions you decided to follow.
Invisible War is a sequel, set sometime after, and with a new playable character and biomods. While it never reached the same heights as the original, it was still an excellent game in its own right.
If you enjoy RPGs, then you should own these two games