First step, check out MeFight Club. which is where all the cool kids are hanging out. It started out focused on Team Fortress 2, a team-based shooter with a crazy high awesome quotient, but it's branched out to include other multiplayer games (including L4D) and general gaming discussion.

Speaking of Team Fortress 2, you definitely want to check out the Orange Box, which includes TF2, Portal (which you absolutely must play), and Half-Life 2 plus the two episodes which follow it. It's $30, which is a ridiculously awesome deal. They all run on the same engine as Left 4 Dead, so you should be able to run them okay. If you're interested, you can also pick up the first Half-Life, which is an excellent game and was a groundbreaking FPS for its time, for $10, or $15 with both of its expansions.

That should be enough to get you started. If you want more suggestions, are there any particular types of games you're interested in?

Thanks TPR! Somehow my long-winded response to your either disappeared or didn't get posted -- I waxed poetically about how I like just this type of adventurish game but not that, etc., so it's probably for the best. Your list is a great starting point -- the only think I'd add is that I'm a huge fan of the Castlevania series. Anything Castlevania-like would make me very happy.