The Darkness has an incredible single player story, with lot's of action and a great plot. The demonic powers you get to use in the game are also incredibly fun. The single player does have some replay value, with side missions plus the game is just so fun you would probably want to play it again.

Rainbow Six Vegas has your average Tom Clancy story involving terrorist's and the teams that stop them, I still really liked the story mode though, it was fun, and the inclusion of the flight and flashy lights of vegas definitely set this game apart from previous Rainbow Six games.

Vegas has an incredible multiplayer mode that matches that of Gears of War and Halo 2, it also has co-op missions and "Terrorist Hunt" Missions which add a lot of replayability.

So both are great games, but for different reasons, If I could only choose one, I'd probably go with Rainbow Six, but you should definitely pick up both if you have the cash.

I liked Oblivion a lot better, but both are great games.

I would just say go with Oblivion, and if you really like it, pick up Morrowind later since it's only 10-20 bucks now.