This one might be a bit dated and perhaps a bit old fashioned, but consider Battle Isle 2. It's a slow game and the visuals are a little rough but if you want to get your teeth into an epic that has some meat in it, then I can't think of anything more challenging and expansive. The game is a futuristic take on the then modern-day military games, ie. Harpoon and ConfMEPS, and a vast improvement, kind of like Subwar 2050. It predates Total Annihilation and was probably an influence so it's worth checking out. Put some oldschool metallica on in the background and you're all set.

If you like Rogue Likes, let me introduce you to Dwarf Fortress. It has a traditional rogue like mode (though a lot more detailed & complex than most other rogue likes), and it also has a strategy mode, which is the main attraction, where you try to build a fully functional fort for your dwarfs. The second most complex game I've ever played, and one of the all time greatest
Dwarf Fortress Wiki is mandatory


Out of the games that you have purchased, why not pick one from each genre?
Out of the ones on the list, I would recommend:
Jagged Alliance 2 (one of the best TBTs (turnbased tactics) ever, if not THE best)
Alpha Centauri (One of the best 4X games ever, accessible, addictive, deep and full of personality)
Fallout 1 (One of the best CRPGs ever, interesting setting, deep combat system and fun to play. Not all that accessible, by todays standards though. But don't despair if you don't like this one. While most love it, there are some CRPG lovers who can't stand it)
Psychonauts (While I find it overrated, it is still a very fun & quirky game)


And the more familiar you are with CRPG tropes, the more you will enjoy Planescape. Once you start to get sick & tired of all the basic fantasy CRPGs with generic save the world stories, it will feel like a breeze of fresh air. So wait a little with that one, for maximum effect.
By the way, the story & writing in Planescape is just out of this world. This game is able to compete with the giants of literature


Other great titles to look out for on GOG:
Legend of Grimrock (amazing indie CRPG), Sacrifice (an incredibly unique game, with some of the best voice acting ever. Challenging but never unfair. A bit disoreinting at times), Giants: Citizen Kabuto (A genuinely funny game, with 3 very different playstyles. Playing the giant itself is not all that fun, but the other 2 are great), Gothic (rather user unfriendly, but great once you get into it), Realms of Arkania 1-3 (user unfriendly and clumsy, plus very complex, but with a deep character creation system), The Last Express (I know that you said "no point & click", but this one is pretty unique. Time passes as you move around, and it has many different endings, depending on your actions during the game. It looks nice as well, even if it has a very jerky animation style), Wing Commander series (3 & forward has incredible cutscenes. Top notch actors all around. Gameplay is also very solid), Arx Fatalis (old school dungeon crawler, fun & challenging), Ultima Underworld (The games that inspired Arx fatalis, also fun & challenging), Freespace (often considered to be the best space flight sims ever. Good story, great gameplay & part 2 is highly moddable), Ultima 7 (has the most "living" world in any game I've ever played. Gameplay is not all that good, but the world makes up for it in spades), Thief (best stealth games ever)

That should keep you occupied for a year or more :P


And some non GOG games worth checking out:
Aquaria, Minecraft, Cave Story, Dungeons of Dredmor, Eschalon: Book 1 & 2, Avernum (series), Jamestown, LIMBO, Braid, Magicka, Crusader Kings 2, Victoria 2, Hearts of Iron 2 or 3, Portal, Warlock: Master of the Arcane, Naval War: Arctic Circle Europa Universalis 3, King Arthur: The Roleplaying Wargame (yes, i'm a Paradox fanboy!), Dawn of War (series, 1 & 2 are very different), King of Dragon Pass, Mount & Blade: Warband (and With Fire and Sword), X3: Terran conflict, Galactic Civilization 2, MechCommander Gold, MechWarrior 4: Mercenaries (can be found for free (legally) online), Majesty: The Fantasy Kingdom Sim, Outpost 2

Since you like roguelikes, you may enjoy The Binding Of Isaac. It has zeldaesque randomly generated dungeons, permadeath and incredibly twisted humour. Also, much like in Nethack, you learn as you go. You can play the demo here.

Or maybe you might enjoy Desktop Dungeons for a more classic, but very condensed experience. You can play the alpha for free, and if you pre-order, you get access to the beta builds.

Or maybe the little more accessible Dungeons of Dredmor with a very nerdy munchkin-like humour is more your thing.

Ok, here's some help for your gaming future: Since you're only just starting, it's not too late yet to evade all the OCDs related to sales and backlogs. ;)

You already have plenty good games to play, so my advice is to resist the temptation to get even more for now, instead concentrate on one or two out of your small collection and try to savor them without getting distracted by the thought of other games.

If it's just about the fun, since you loved Diablo, you might enjoy Divine Divinity. If you want to catch up on the classics, I'd suggest trying Planescape Torment (if that's included in your D&D collection) or Baldur's Gate (I much prefer the sequel, but you have to start somewhere).

I haven't read through everyone's suggestions, but I would recommend both Vampire: The Masquerade games, Redemption first and then Bloodlines.

I would recommend as your first game playthrough Under a Killing Moon. From there, decide if you like the series or if you want to go back to rpg-land. Number 2 would be Fallout, and #3 would be Planescape Torment.

That should give you a good foundation to start with, at which point I would work on Redemption.