I've never played Deus Ex, and I don't know what's it even about. Should I?
Yes you should. It really was one of the best PC games to come out of the late 90's early 2000's. I'm pretty sure it was the first game that, instead of leading you along through a supposedly realistic (but actually scripted) environment like Half-Life did, it actaully presented you with an evironment and a variety of tools to play around with and solve things out for yourself.
Example: At one point, you have to escape from the roof of a building in NYC. You can fight your way down through the building using an enhanced visual targeting system and a rocket launcher, stealth-snipe your way through the building with a silenced pistol, or activate your nano-enchanced legs and some thermoptic camo and leap over the edge, falling about 10 stories and using a pile of trash to break your fall. Pretty much every environment can be solved in at least two, most times three, and sometimes four or more ways.
Actions also have consequences also. Do one thing and a major character might live, another and they die. Great dialog options. The storyline is branching, and leads to multiple endings.
The game really is the best example, I think, of RPG-FPS blending to date. Even though it was made back in like 2000.
The game oozes with character too. Hong-Kong/Versalife anyone?
EDIT: You can get it for $10 I think on direct2drive.com. Might be $20. Either way its' worth it. It's got more replay value than STALKER or any other more recent attempt at an FPS-RPG.