Something similar to Planescape: Torment, Vampire the Masquerade: Bloodlines, Deus Ex, or System Shock 2. Any game where I feel involved in the game world somehow that has great depth.
All those games are in my top 10 all time favs. Give Undying a try. I haven't played it for years but ya it had alot of ambience and was an excellent game. I would also like to add Silent Hill 2 and 3. They are both on PC and both scream atmosphere. ;)