I played the demo of this game when I was really young, and it left quite an impression on me, even though I had no idea where the story was going.
This game combines gunplay and beat 'em up mechanics in 3D. An awesome combo unlike many that came before it. And I also like how every enemy follows the same rules as the player, having limited ammo in weapons, and being compatible with the player's inputs (except when enemies self-heal. Screw you, Barabus). All that wrapped up in a dark, gritty, Ghost in the Shell-style atmosphere.
Also check out "Metal Arms: Glitch in the System". It has 185 votes at the time of me posting this.
www.gog.com/dreamlist/game/metal-arms-glitch-in-the-system-2003