Max Payne = best protagonist ever. Severely depressed, addicted to painkillers, talks in deadpan & high-drama metaphors...it's a wonder why he hasn't stuck a shotgun in his mouth and pulled the trigger already. I like that about a video-game hero. He's a badass but not a 250lb minigun-toting, wisecracking, lollipop-in-mouth tank. And the best part is he does NOT wear a helmet or some kind of protective suit that takes powerups or generates shields.
I really liked the last few levels of HL2 (Follow Freeman) with the Strider battles that start at street-level and end on the rooftops as the environment (and your support team) start crumbling around you. I'd like the setting to be on good-ol Earth, not more than a few decades into the future - space-settings tend to feel a little too industrial (or mechanical) after a point. Efforts to make it feel more organic and alive typically look too derivative.
Maybe we can ditch some contrivances - genetic mutation, Earth leader that (shockingly) turns out to be a traitor/sellout, dumb romantic angle with a foxy badass hottie that you have to rescue from the enemy halfway through the final level, hero with a serious JC-complex etc.
How about a setting right out of Nostradamus (or 1984): decades of nuclear war has resulted in a world with two large factions - The West and EurAsia. The two Superpowers are constantly at war in a neutral territory (Africa?) for control of natural resources. Our hero rises from this neutral territory (most likely breaks out of a slave-labor diamond mine) and tries to make it to 'The Promised Land' - EurAsia - that he has heard so many nice things about. No aliens, no genetic engineering and no mutant armies - this is a world a bit like 'Children of Men' where ruthless autocracies are duking it out for seemingly no valid reason.
You have plenty of rebel armies (with vested interests) that dream of hijacking a coupla warheads and ending 'The War'; you have secret scientists that are trying to build a secret utopian society under the radar; you have a hero that hasn't quite made up his mind - align with the rebels and rain so many nuclear missles upon the enemy that they blot out the sky? Liberate his countrymen? Appoint himself dictator of the New World? Make an escape to this secret utopian heaven that has gone undetected for so long and perhaps work as a farmer?
I'd play that. Humans are better equipped to end the world as we know it than any alien race.

All the grandiose of the Second World War - only this time, only this time with extra propaganda and rogue nukes.