I found the Need For Speed Underground (1 & 2) demos to be quite fun.
Painkiller is another good one, as was Postal2, though I found it to be quite a disturbing game.
If you like Unreal, be sure to download the demo for Pariah...it uses the next generation unreal engine, and looks great.
For downloading, I usually head to
www.3dgamers.com . There's no membership requirement, and the downloads are usually fast with no waiting.