You've got The New Nightmare, now play the original classic. It was the first survival horror game. Plus it's bundled with its two sequels that are fantastic in their own right.
2. The Journeyman Project 2: Buried In Time
I noticed that you have Legacy Of Time so, if you enjoyed that at all, definitely get Buried In Time. It's my favorite game in the series.
3. Lands Of Lore: The Throne Of Chaos (included in the Lands Of Lore 1+2 collection)
An addictive Dungeon Master / Eye Of The Beholder style game. Since you have Legend Of Grimrock preordered, I figure it'd be up your alley.
4. The Last Express
A critically acclaimed adventure game from Jordan Mechner, the creator of Prince Of Persia. It's non-linear with branching paths and multiple endings, so its replayability is high. The director Paul Verhoeven (RoboCop) is working with Mechner on a film adaptation of the game.
5. Star Control II: The Ur-Quan Masters (included in the Star Control 1+2 collection)
One of the greatest games of all-time (Gamespot & IGN agree). It has a big universe to explore, great characters to interact with and there is no set path that you have to follow. High replayability.
6. Tex Murphy: Overseer
A FMV remake of the original Tex Murphy game Mean Streets. If you enjoyed Under The Killing Moon and The Pandora Directive, you owe it to yourself to give this a whirl.