The most atmospheric games I've played were Knights of the Old Republic 2, Oni, certain maps in UT2004, most maps in UT3.
I don't really know why I dislike Halo... I didn't like weapons, enemies, graphics never felt "right", too many repetitive (and boring) levels, etc. I also find the multiplayer of Unreal Tournament (any) to be waaaay better than Halo's. The game wasn't fun at all to me, except for the final level where you need to drive a truck to you ship for escape - that was actually a nice levelthe music during it was very fitting.
I played only Halo 1 though, probably sequels are better.
I could never play Halo online. I tried with tunneling and Halo 2 and 3 online but it was always a LAN game for us. During college years we used to have 12 people Halo matches on a few Xbox's and it really worked. Great party game alongside Mario Kart, Smash Bros etc.
Some levels were boring. I can never play the Library level again. Terrible level design that, much too repetitive.
Unreals multiplayer is quite good but then again it's a dedicated online shooter (with paltry single player mode). UT3 I don't like though.