I liked also very much the Thief games, they really maked me feel like being in the game (I like dark and being stealthy
). I used to wake up at night, finish another mission than go back to sleep. It was like real life. And those long loading times forced me into thinking every action I made, like I got only one shot. The level design was great, and the story AWESOME in my opinion. Thief is my favourite game.
PS: My favourite Ultima games (the Underworlds) were made by Looking Glass, the same guys that made Thief 1 and 2 (part of them were involved in 3 too).