Hotline Miami is a must. HM2 is not as good but still worth checking out. More recently, Katana Zero is awesome and is a like a 2D side-scrolling HM in some ways.
The bartender game is VA-11 Hall-A: Cyberpunk Bartender Action. It's available on pretty much every platform now. People also recommend 2064: Read Only Memories. I haven't played it yet so not sure how good it is. VA-11 Hall-A is way more my style and just amazing...am going through it now.
Sleeping Dogs is one I still need to play myself. My favorite open-world GTA-style game is Saint's Row The Third. SR4 is good but re-uses a lot of assets (including the same map), but plays very differently.
Want to play a 2D shooter that's hard as shit? Try Cuphead. For Ghouls N' Ghosts style action, check out Cursed Castilla EX and Battle Princess Madelyn.
Aragami is a cool Tenchu-like stealth action game. (PLAY IT, SVEJK
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I really like Dragon Quest Builders. It's a really fun little action-RPG, albeit kind of repetitive since you finish up one world and then start over again in the next.
Will leave musou recommendations out since we have that thread and I can't remember what you have and haven't played that's recent. I remember you got SW4-II.