I'd recommend Sanitarium, just do yourself a favor and check the forum for the multicore fix if you've got a multicore processor. I know there's some whining about the lack of consistency and theme, but if you pay attention to what's going on, there is definitely continuity going through and nothing is really that random in the game.

There is continuity, I'll give them that, with all the clowns and other stuff, but what makes the game interesting is the nightmarish/disturbing quality of the early chapters; getting rid of that from the first third of the game onwards is a design decision I honestly don't understand.

I wasn't that keen about Sanitarium myself. I would recommend Planescape Torment and Syberia games.