That game was: Thief - The Dark Project.
Thief was an FPS, but where "FPS" stood for "First-Person Sneaker," and the first of its kind. It had the perfect gothy/nihilistic anti-hero, Garrett. He just wanted to get by in his Steampunky city by robbing from the rich and giving to himself, but the various religious factions fighting for control of the city just wouldn't let him stay out of it. He wasn't a very good fighter, so getting into fights was dangerous (but unlike "stealth missions" in many modern games, getting caught didn't automatically fail the mission, you just had to fight your way out). Since it and its excellent sequel (Thief II: The Metal Age) came out I've re-installed those games every few years and played through them, loving every minute of it. And even though the publisher, Looking Glass Studios went out of business, people made 'fan-missions' for the Thief games, some of which rivaled the original storyline campaign in complexity and sheer awesomeness. Unfortunately over the years those '90s graphics have really become dated.
About the same time a new official Thief game was released, Thief: Deadly Shadows. As you can just tell from the title, the Thief intellectual property had been sold off and it was already suffering from "AAA game"-ness, where the new publishing company's attempts to broaden their audience diluted what Thief was about. The game wasn't totally terrible, it was okay, but all it really did is make me yearn to replay the original thief (and not only because they made it a third-person view, taking away all the ambiance of the original games).
Then this last week The Dark Modders showed that they are true believers, and they've released "The Dark Mod 2.0." They've extracted the source code from Doom 3 and made the whole game a self-installing download that does not require the Doom 3 at all, removing all the buggyness and making the game run incredibly smoothly on modern machines. It also allows you to download fan missions right from the Main Menu, removing any need for file folder manipulation once the game is installed.
Screenshot updated.