Halo 3 I was very excited about but ultimatley I was let down by it. I never warmed to the controls, the baddies and weapons were awful (weird alien designs) and toooo many vehicles. I like my FPS to be quite simple and Halo tried to cram too much in. I haven't even finished the solo game. The online aspect is wonderful though but I kept getting trashed by 14 year old virgins from Texas and you need to be good to get on.
GOW is ace but over too quickly and too 'on-rails' to be a real FPS. It is a great game but the second one is due soon so I wouldn't splash out right now.
Half Life I have only just played obv but is a true FPS. Well paced and very dark and atmospheric and grown up. The graphics are stunning but its the depth of the gameplay and the environmets which I love. It's very realistic and not cartoony which I like. Also, you get 4 other games included so it's one hell of a deal.
Out of all three i'd go Half Life, GOW and Halo3.