Ever played System Shock 2? It's almost like Deus Ex on a spaceship (I think they were made by the same company) and it has coop, if you can get it to work. I never have. SWAT4 has coop which is pretty damn good, but it's brutal and probably out of reach for your friends. FEAR is a really brilliant game and I hear it has a coop mod, but I've never tried it, and it's also probably too demanding. Operation Flashpoint has coop, but is possibly even more unforgiving than SWAT4 (much like its soon to be released sequel, Armed Assault).
Possibly the best coop game I've ever played is Myth 2, but it's an RTS (sort of, it really deals with tactics rather than strategy). Regardless, it's really fun and should be tried by everyone. It has dwarfs that throw molotov cocktails, blowing goblins to their component pieces! And other goblins can then pick up those pieces and throw them! The carnage is *unbelievable*!
