Many of these have probably already been mentioned, but I'll just list what I liked, without omitting the obvious entries:
1995: Star Wars: Dark Forces, The Ultimate Doom (hey, it qualifies, they added an episode), Hexen: Beyond Heretic, Doom (PlayStation), Master Levels for Doom II
1996: Deathkings of the Dark Citadel, Duke Nukem 3D, Civilization II, Heretic: Shadow of the Serpent Riders (new episodes), Final Doom, Quake, Crash Bandicoot, Final Doom (PlayStation), Tomb Raider, Command & Conquer: Red Alert, Diablo
1997: Quake Mission Pack No. 1: Scourge of Argamon, Turok: Dinosaur Hunter, Quake Mission Pack No. 2: Dissolution of Eternity, Command & Conquer: Red Alert – Counterstrike, Redneck Rampage, Shadow Warrior, Blood, Hexen II, Crash Bandicoot: Cortex Strikes Back, Command & Conquer: Red Alert – The Aftermath, Duke Nukem: Total Meltdown, Fallout: A Post Nuclear Role Playing Game, Grand Theft Auto, Blood: Plasma Pak (a new episode), Quake II
1998: Redneck Rampage: Suckin' Grits on Route 66, Sanitarium, Unreal, Quake II Mission Pack: The Reckoning, Redneck Rampage Rides Again: Arkansas, Cryptic Passage for Blood, Shadow Warrior: Twin Dragon, Quake II Mission Pack: Ground Zero, Fallout 2: A Post Nuclear Role Playing Game, MediEvil, SiN, Half-Life, The Legend of Zelda: Ocarina of Time, Serial Experiments Lain, Crash Bandicoot: Warped, Baldur's Gate
1999: Silent Hill, Half-Life: Uplink, SiN: Wages of Sin, Kingpin: Life of Crime, System Shock 2, Legacy of Kain: Soul Reaver, Thief Gold, Rayman 2: The Great Escape, Medal of Honor, Half-Life: Opposing Force, The Longest Journey, Toy Story 2: Buzz Lightyear to the Rescue, Unreal Tournament, Quake III: Arena, Planescape: Torment
2000: Soldier of Fortune, Thief II: The Metal Age, MediEvil 2, Deus Ex, Icewind Dale, Bugs Bunny & Taz: Time Busters, Baldur's Gate II: Shadows of Amn, Medal of Honor: Underground, The Operative: No One Lives Forever
2001: Icewind Dale: Heart of Winter, Serious Sam: The First Encounter, Half-Life: Blue Shift, Operation Flashpoint: Cold War Crisis, Max Payne, Silent Hill 2, Grant Theft Auto III, Return to Castle Wolfenstein
2002: Medal of Honor: Allied Assault, Operation Flashpoint: Red Hammer, Serious Sam: The Second Encounter, The Elder Scrolls III: Morrowind, Operation Flashpoint: Resistance, Mafia: The City of Lost Heaven, BloodRayne, Grand Theft Auto: Vice City
2003: Postal 2, Silent Hill 3, Call of Duty, Beyond Good & Evil, Deus Ex: Invisible War, Saya no uta
I suppose I still have a great deal of interesting games from that period left to play myself.