I've never played any of the AC or BioShock games, either. Shhh, don't tell anyone. I'd like to get the first Assassin's Creed eventually, though.
I also think I'd like Red Dead Redemption. I watch a lot of old Western shows (Bonanza, Gunsmoke, etc.) so I think I'd get a kick out of it.
For me, AC1 was the best- if only because its set during the 3rd Crusade and you (eventually) get to rub elbows with the likes of William of Montferrat and the Lionheart himself (among other historical figures from that period); as it is a video game expect certain video game tropes but they did make an effort to appear more or less historically influenced (I hesitate to use accurate, but that's just being cautionary, its actually quite good looking- no one's wearing plate, except for what appear to be armored ailettes, and that could be due to the developers not understanding what they were seeing) and some have decried the mission structures to be somewhat simplified and repetitive, I found it to be quite the enjoyable experience overall. The production values are incredible and the game boasts some of the most realistic renderings of Jerusalem, Damascus, Acre and Masyaf that have ever been seen (in a game anyways). Riding on horseback- the mechanics are some of the best I've ever come across in a game (RDR being the only one that bests it), fighting from horseback isn't as intense as it could've been (I imagine the code needed to get the horse to bite, buck and lash out with front or hind hooves would be too much to ask considering nothing major occurs while on horseback, other than picking fights with patrolling guardsmen- eventually you might find yourself taking on an entire squadron, oh great fun, great fun) it is still viable and there's nothing like charging said squadron with sword raised and just crashing into them to see them scatter, while doling out a few judicious cuts...until they cut the legs out from under you, so to speak. Horses don't die though...after a fight (provided you survived) you can usually find them quietly cropping grass nearby. Oh, and you get to hunt Templars. Heh.
I'm actually hooked into AC IV: Black Flag...who would've thought, I have a taste for piracy! As large as the world is, as well built as the sandbox is, the first one is still my favorite. Although it is great fun to sail the open seas and have a go at any ship you see, be it nearby or on the horizon. It's gotten so that I've basically shelved the main story in favor of exploring the different ports you can call in; I am at the point now, or rather, my ship is, where taking on two or three larger vessels is no real cause for concern. I have upgraded pretty much everything on board my ship- not to max levels of course, but she's beefed up considerably...I'm bringing down large frigates with relative ease, but I haven't successfully taken on a man-o-war yet. Those things are HUGE and I came across one that was in a convoy with three or four other gun ships; this was early on so I got smoked pretty quickly and have been avoiding them since.
There's a buttload of things to get into outside of the story...I went shark hunting last night; let me tell you- if you've not upgraded the damage of your harpoons or the armor on your vessel, it ain't gonna go well.
Douglas, you like Westerns...there are only two games I'd suggest, and one of them is too brief to bother with (GUN) but I liked it because Thomas Jane voiced the main character and he's a bad ass so it was pretty cool, a RDR knock off if you will. RDR is the consummate Western experience- they even get the music right but that's no surprise, Rockstar's really good at writing and acquiring just the right music to set the mood. Its incredible, really.