There were a number of games that came very close to making my list this year and that I think are well worth checking out:

Bully:  Fantastic combination of GTA gameplay sensibilities with an interesting setting -- school.  Great writing and memorable characters.  Really only held back by being on the PS2.

Company of Heroes: The best attempt yet to merge RTS sensibilities with WW2 tactical gameplay.  Very nice use of environment, but suffers from the mismatch of tactical control and intense real time pressure.

Spellforce 2: A fun RPG / RTS hybrid game.  Horrible writing but there is something fun about the basic formula of mixing those two genres that someone will have a breakout hit with someday.

GTA Vice City Stories: Another game I'd love to play on a real platform instead of the PSP, but it's the only GTA one can really get in 2006 so it'll have to tide me over.  Like Liberty City Stories, it's definitely a "real" GTA game, just on a junky platform.

Titan Quest: Best Diablo-style game since Diablo.

Lego Star Wars 2:  The genius of the first LSW, but now with Achievements and a set of movies I care a lot more about.

Okami: Best use of style to actually mean something for the core game experience.

Scarface: Another game I would have enjoyed a lot more on the 360.  Despite some pure goofiness based on the license, there's a pretty fun core game there.

I'm sure I've missed a bunch too.  Really a bumper year for games, and I look forward to 2007 being just as packed!