Get the old Thief games. Dark Project, Metal Age, and Deadly Shadows. They, particularly the first two, are the best stealth games out there. More than a decade old, and they still have yet to be unseated. This is not nostalgia speaking; I played them for the first time in 2010.
The Hitman series is good too. Not a whole lot of sneaking, it's more about blending in, but they're great at what they do. Blood Money is the best. Stay away from Absolution.
Provided you have the consoles, the Metal Gear Solid series. Overlong cutscenes and ridiculous story aside, they are still very good at what they do, with excellent level design, fun boss battles, and a nice amount of flexibility to do your thing (or just fool around in general).
Mark of the Ninja. It's a 2D stealth game, and it works surprisingly well.
Dishonored's been mentioned...and I recommend it as well. Game the GotY edition if you can, the two big DLCs (Knife of Dunwall and Witches of Brigmore) are superb additions.