For what system? There are lots. My favorite was the Dreamcast, it had both House of the Dead 2 and Confidential Mission which were great shooters. You can also get House of the Dead 2 for the PC now though.
The playstation 2 has Time Crisis 2, probably one of the best shooters out. Not aware of any others for it though. (the old playstation 1 has Time Crisis 1 and a few more kiddie styled gun games).
The Xbox has House of the Dead 3 and perhaps a couple others.
If you visit a quality arcade they are likely to have Crisis Zone (SWEET game with a lightly recoiling SMG and very interactive backgrounds, killer fun) as well as Time Crisis 3 (and the older 1 and 2, also with lightly recoiling weapons), there are also some Police Simulator arcade games and a competition ISPC-style shooting game among others. Loads of fun...
For the PC there is aforementioned HOTD 2 port, as well as some Wild West "Mad Dog McCree" games. You can play with the mouse or buy a lightgun. If you are into emulation you can also get arcade emulation stuff and get Area 51, Police Trainer etc running on your PC with MAME. Numerous older arcade titles (like Lethal Enforcers) can be emulated too.