There are 2 main types of Shooters, melee and tactical. Most of what's been recommended so far is melee, is that your preference?
Another division is open or closed world, any preference there?
Many of the helpful folk in this thread are RPG players, so you're going to get more suggestions like Fallout or Deus Ex etc in preference to FPS games.
Some recent well-received shooters I haven't played:
Dead Island 2
Dying Light 2
Halo Infinite
System Shock
I prefer the tactical/strategic open world [I'll call that TOWS] single-player FPS, so such games I've played and would recommend:
Far Cry—any since FC3 onward. FC6 is biggest and most fun, FC5 is most polished, but 3, 4, New Dawn, Primal are all at least very good in the TOWS space.
Sniper Ghost Warrior 3—the world is empty and navigating is a pain if you don't like vehicles, but otherwise decent TOWS game.
Crysis 1 and Warhead—from 00s, but still hold up. I play the first halves of both every year. If you also like a closed environment, then C2 and C3 are also excellent—get the recent Remastered trilogy which has them all except for Warhead.
Ghost Recon Wildlands—that's the Tom Clancy TOW game, very good.
Sniper Elite 4—I haven't played 5 yet, hear that's also very good.
Just Cause 3.
I don't play multiplayer, so can't help there