Thief and its sequel, Thief 2, are two of the most beloved games in the history of the PC. These two games inaugurated the stealth genre on the PC. Although Metal Gear Solid is credited with creating the stealth genre, they were developed at the same time, and Thief was released only about two months after the Japanese release of the former title.
They both hold up very well today, and an active fan community has produced hundreds of maps and a full sized unofficial sequel that keeps it still fresh. The inspired hand-drawn animated cutscenes and the masterful voice work are some of the most dramatic in gaming history. If you've never played it, you're in for a treat. The games can be a bit hard to find nowadays, but you should be able to pick up copies on Amazon and eBay at a low price.
The graphics engine may be old, but the level design drips with charm. The sound is a particular high point Even the first game - which was released in 1998 - has more advanced sound prorogation technology than the most modern games. This might not seem like a big deal to you, but it has massive gameplay implications. Sound travels realistically through the medieval corridors of the game, and is impacted appropriately by doors and other obstructions. It actually models the paths of sound waves effectively, and the enemies in the game respond appropriately. It's also chock full with powerful (and often witty) voice work and eerie ambient noise that accentuates a sense of the mystical and horrifying.
Thief is a first person sneaker. You creep through a gothic medieval setting hunting for hidden treasures, lining your pockets by stealing from corrupt noblemen and religious fanatics. The games have aged very well: you'll be shocked at just how immersed you can feel in an environment without bump mapping or bloom - well, perhaps the lack of bloom is a good thing. The levels are impeccably designed, all exuding powerful feelings of place. When you're sneaking through a Thief level - even if it's in a weird mansion - you can tell that every room has a believable purpose. There are many routes to tackle any particular level, and you aren't bound to stealth - you can easily go through the game as a fantasy commando, knocking out any guards in your path with your blackjack and enchanted arrows.
It's impossible to run the games without encountering issues with Windows Vista or XP, but you can find some simple workarounds in this handy FAQ put together by Through the Looking Glass.