Dementium the Ward is a bit overrated IMO. The level design was crap with beds and junk forcing you to detour through rooms multiple times.
Moon coulda been alot better. The story was blah (Was annoying playing on hard and runnning out of ammo all the time) and all the bosses were similiar.
Metroid Hunters is the best IMO. Had decent controls, good music and interesting bosses and levels.
Agree with GhostToast re: Fighting Fantasy. Not really a First Person "Shooter", but still can play like one. And has good level design like Metroid Hunters (the sound fx and music suck though).
Call of Duty World at War wasn't too bad, but it was screwy to control at times for me.
Its not really a FPS, but more a Third Person game, but I thought Star Wars: The Force, was okay. It was kinda repetetive, but it was Star Wars and the music was decent.
Also might wanna check out Brothers in Arms DS. Kinda like Call of Duty WaW, but more clunky in some ways (The event scripting is more interesting).