Last few years? Well, you're in for some treats, then.
For my money, The Witcher 2 is the best action RPG, ever. While you may want to play the first Witcher game, I wouldn't say it's really a requirement. It's a great game in and of itself, but the sequel is so much better even so, and the first game was quite long, so you may end up burning out before you even get to the good stuff. And it is so good. It has a brilliant story, a gritty, believable world inspired by medieval Central Europe, memorable characters, and fun combat.
I will second what was said about Spec Ops: The Line, too. If you like playing shooters with actual story, actual characters, and the closest thing I've ever seen to a proper Heart of Darkness adaptation ... get it! FarCry 3 tried to present itself as being all about insanity and going down the rabbit hole and what have you. Yeah, you want madness, go for Spec Ops.
What else can I include?
Personally, I found Bulletstorm to be an incredibly memorable FPS. If you like fart jokes. Fart jokes with impeccable timing and perfect delivery. It's not very long, but it's a few years old now, so you can probably pick it up for cheap to offset the relatively short length. While it may not have a very deep, philosophical story, it's great if you appreciate more light-hearted space opera.
Mafia 2 is getting to be a few years old, too. In my opinion a highly underrated game - probably because it doesn't really have a sandbox mode ( personally, I have no love for sandboxes - all too often it's an excuse for not having good content ). What it does have is a compelling and believable mafia story, where you see every side of it, not just gunning down bad ( or good ) guys.
Because I mention Mafia 2, I should also mention Sleeping Dogs. It's basically the Hong Kong version of Mafia 2. It doesn't really have an emphasis on guns, relying mainly on a Batman: Arkham City-like combo system for melee. It also has a really compellling, believable story. Just don't get it if you despise Hong Kong, or Hong Kong action movies. Or pork buns.