Definitely check out Dishonored 2, as well, I think it's even better than the first one! There are many more options for non lethal playthroughs and there are two optional characters. I've played it from start to finish about 8 times, and never get tired of it.

Prey is fantastic too, and is from the same developer (Arkane Studios). It has quite a bit in common with System Shock, which was one of the earliest immersive sims.