I'll second Gemini Rue. Only 7.99 on Steam right now, and 9.99 everywhere else. It's kind of a sci fi detective noir, and it's very old school despite coming out very recently.

I own Blade Runner it's a fantastic game.

Gemini Rue looks very cool reminds me a bit of Beneath a Steel Sky.

Well, there's LA Noire coming out... :p

Found it a bit so-so personally.

How about Spycraft? Spies and stuff and not detectives but reasonably close to what you're after I think.

FBI?
How about KGB?

Not exactly detective games but perhaps the Gabriel Knight series might be up your alley?

Though it's not directly a detective game, I really recommend Lost Horizon. It's sort of Indiana Jones-ish (even with Nazis! :D ) and one of the most awesome adventures released in the past years.

under a killing moon

Here are some :D most of them have already been mentioned though.
Blade Runner
Gemini Rue (one of the better adventure games in years)
In cold Blood
Police Quest
Sam & Max
Tex Murphy: Under a Killing Moon
Tex Murphy: The Pandora Directive
Tex Murphy: Overseer

Not pure detective games, but has the same feeling:
Broken Sword: Shadow of the Templars
Gabriel Knight: Sins of the Fathers

Heavy Rain for the Playstation 3 is also great : >, not really point and click, but still.

I like that game, but it's probably one of the most frustrating ever conceived.

Thanks to all.

I have bought Gemini Rue and will probably go through the Gabriel Knight and Tex Murphy series after I complete GR.

L.A. Noire