Right now? Sims Medieval. Our bandit problem is getting out of hand. They mug people in the castle regularly now. Also Day of Infamy with a mod that replaces the normal soundtrack with Dunkirk's.

I second that recommendation for the Dark Mod. It's really really good, and exactly what I was looking for when I needed my Thief fix.

I tried Deus Ex and bounced off for some reason. I love the rest of that holy trinity of Thief, System Shock II, and Deus Ex, so I'll probably have to try again.