Are you familiar with Grim Dawn? It's a Diablolike made by the people who made Titan Quest. Really well polished, loads of content, massive amount of character customization. Graphics are kind of drab, but there's nothing to be done about that. The plot is... it works, basically.
If you don't feel like thinking hard and just want to blow some shit up, Broforce is pretty good. It's really hard, especially on the higher difficulty, since only one character has more than one hit point while all enemies can take at least one bullet, and later enemies will kill you in about one second or less if you don't shoot them first. The terrain is destructible, so you can screw yourself over by being too liberal with explosives, but making a level unwinnable usually takes deliberate effort, and the game restarts quickly. Basically, you're GI Joe, and you're fighting Satanic terrorists. It's supposedly a parody, but whatever. Explosions and gibs are fun, even when they're yours.
If you like a game that will bust your balls when you mess up, I found The Surge 2 quite fun once I got into it. It's Dark Souls in the future, basically; a focus on melee combat, even basic enemies will kill you very quickly if you mess up your dodges and parries, you collect money (tech scrap in this case) and spend it both at vendors and at camp fires, sorry, ops centers to level up and improve your character, and when you die all the scrap your were carrying drops to the ground and all the enemies respawn. Where The Surge differs from the herd is that it doesn't use RNG to determine drops. Instead, you encounter an enemy carrying a snazzy new weapon or a cool piece of armour, so you hack away at them until they're almost dead, then use a finishing sequence to hack off their limbs and take it from them. It's really cool. It's also relatively forgiving for a Dark Souls-esque: dropped scrap heals you when picked up, there's a gadget that tells you how to parry enemies, and your primary healing resource can be replenished through combat. The story is appropriately grim, with lots of horrible people to slice up and terrible things happening to people who probably don't deserve it.
Oh, have you tried Terraria? It's a 2-D sandbox game that drops you off in a world with the Guide who'll tell you the basics, then lets you get to building a house, crafting better tools, and digging into the underworld for better metals to craft things from. It differs from Minecraft in that it's 2-D, its worlds are finite, and it has a much greater emphasis on boss fights to unlock new gear for you. It has lots of stuff to do, and can be quite hard, especially if you don't overprepare or don't check the wiki for instructions. And should you get bored with vanilla, there are a wide variety of mods that alter the game to lesser or greater extents.
If you like third-person shooters but wish that there was one where you're a hapless grunt stuck in a monster movie, Earth Defense Force 5 might be for you. You'll be blasting your way through hundreds of giant ants and spiders per level, shooting down dozens of flying saucers, blowing up giant robots with buildings collapsing left and right... it's really cool. There's four classes, hundreds of weapons to unlock, more than a hundred levels to beat and five difficulties to master. It does get pretty grindy if you want to play on higher levels, but it's no worse than Median. Sadly, the writing and the song have taken a turn for the worse since 4.1, but the gameplay is rather more polished.
There are others, but that's what I've got right now.