I've played all of the CoD games up to and including the first Modern Warfare. I don't go for the multiplayer games, though, so I've just run through the single-player missions, which are getting fewer and fewer. CoD:MW took me about five days on "veteran" mode to get through. I can't justify paying that much for a game that I beat, on its hardest settings, in less than a week. So I haven't picked up any of the more recent ones (they have less SP content, from what I've read).
I recently finished both "Velvet Assassin" (loosely based on Violette Szabo) and "Wolfenstein", both of which are excellent FPS games.