Hello,
Try Ninja Gaiden - an absolutely brilliant game. Granted, it has a steep difficulty level, and it has proved too difficult for many gamers. If you stick with it, and with the sometimes dodgy camera angle, then you will find it one of the best XBox games out there; if not THE best XBox game. Its certainly the most intense game I've ever played.
Also, try the following: Metal Gear Solid 2: Substance, Silent Hill 4: The Room, Project Zero/Project Zero 2, and Shenmue 2 (but bear in mind this game is ultra-rare).
Hope that helps...