Bioshock is a FPS but it is different. It is one of the BEST games for 360 (aside from Halo 3).

If you want RPG that will last long go for Oblivion (GOTY Edition).

The Orange Box from what I heard is fantastic as well. (haven't put mine in since I have Halo 3).

All in all FPS's are amazing on the 360 and what most of the games are. There are some outside of FPS but I haven't really touched them.