Just dled Steam for the first time.

Orange Box is a great deal.
Just Half Life 2 it's well worth it, but not only that but Portal too it's just an awesome bargain, completly recommend it.
Bastion it's another game I would recommend.
Limbo it's another great adventure/platform game.

Orange Box also includes a copy of TF2 I believe, which is epic.

You could try Left 4 Dead 2 if you like zombies, but it's kind of dying down.

Portal 2 is a must-get.

There's also Skyrim if you don't have it already.