Deus Ex (1).
http://en.wikipedia.org/wiki/Deus_Ex
The game
almost had a Linux port, but the company porting it (who ported a other titles in the past) when out of business. But the good news is, it works pretty well in Wine.
It's very open-ended. Do you want to go into the next room and kill all the enemies, or do you want to sneak past them? How about making a compromise, and using nonlethal weapons to knock them out? It's your decision, and NPCs in the game will criticize or congratulate you on your choice. However, as in real life, you can't make everyone happy. Some characters prefer you to kill all bad guys, but others will get mad at you for using lethal force.
You come across a wooden locked door. You can be loud and shoot it down or blow it up with explosives, or silently pick the lock. You can also look around for the key if it's available. If it's a metal door protected with a code and opened through a keypad, you can choose to hack the keypad, or snoop around for the key code.