One of the nice-but-sometimes-annoying things about the Stalker series was that the world was very grey, and lots of choices weren't even obviously choices at the time.

In Call of Pripyat, for example, how you treat a few characters in chance encounters can drastically change the late-game, and completely change the endings. Also, the choices aren't usually "Eat baby or save world", they're more "Do you help this guy, or this guy? We have only vaguely hinted what they're up to, so choose carefully."

Fallout 2 and Arcanum had some really well-done morality gameplay as well.