I would like to recommend Alan Wake to anyone who likes a great story. To my surprise it went far beyond the rubber reality "What is real?" theme (masterfully tackled in Jacob's Ladder and The Machinist in my opinion) mentioned in most reviews.
While it has no branching storyline, Remedy used the linearity to tell a tight but multilayered story with a lot of allusions to itself, books, movies, Max Payne etc.
You can buy it on GOG DRM-free, or supposedly on sale later this week on Amazon.