Which game should I finish?

Bioshock.  Bioshock was short but, a fantastic game.  Everyone needs to play this game IMO.

All great games why not just skip buying games for some time and going through the pile of shame

Bioshock, then Orange Box (For Half-Life 2/Portal, and if you're playing on PC, TF2 is a fun multiplayer shooter when you just want to kill other people).

You should finish all of them.

fallout 3, bioshock..orange box.. 
hell, finish all of them. they're all great games 

Assuming you own all these games, Prince of Persia should come first, in my opinion. It's easily the shortest, (allowing you to move on to another), is very enjoyable and despite people's criticisms of the QTE based combat, I enjoyed it as they used them as a core mechanic rather than having them being half-arsed and scattered randomly throughout the game, like most do now.

i don't have a whole lot of time at the moment for games....just wanted to know the one which is worth finishing before mw2 takes up all my gaming time :D

Yeah, I say go with Prince of Persia. It's very very enjoyable. And short. So that's also a plus if you don't have a lot of time.

I really depends on how deep you are into them.  Which ever one is the farthest along, that's the one you should finish first.

You should finish Half Life 2 first, then Portal, after which you go and finish Episode 1. By then you'll be sick of the source engine, so go and finish up Bioshock, then come back to Episode 2. When you're done with that you should play Fallout 3 from the beginning with Broken Steel and Point Lookout, don't bother with the other DLC's. 
 
I haven't played those other games, I can't imagine they're any good.

Fallout 3, then Bioshock, then Prince of Persia, then the Orange Box, then Saints Row 2, then Halo 3

Finish Bioshock first, then spend the rest of your life on Fallout 3. It's worth it, trust me.

I would say not Halo 3, because MW2 is coming out and if that is taking your main time then theres no point.
If you have already completed GTAIV no need to complete GTAIV.
Fallout 3 is a long-ass game; you could probably complete mosst of the other games all together before completing this one on is own.
Prince of Persia is short, and its also a fairly immersive experience. The fact that that game is pretty much one of the easiest games on the PS3/Xbox360 mean that its a prime one to go for.
The Orange Box...well...if you really got absorbed into that game, you would have completed it by now.
Bioshock is also an aweosme game-but, you probably will have a large thirst for the sequel after completing it.

Wow no one has voted Halo 3.

bioshock is my favorite game ever made, so ill have to say bioshock. Also, Orange box's Half Life 2 collection should be played.

The orange box, hand's down.

Fallout 3. Game is amazing

Let me go through a process of elimination:
 
Halo 3 is out for obvious reasons that will get me flamed.
Fallout 3 is out because it wasn't as much RPG as I wanted.
Prince of Persia is eliminated simply for some insufferable dialogue. "Carpets this thick, this thick!"
Now is the hard part: the top three. The Orange Box is five games in one, but three of them are the same thing, one is too short, and the other is locked if you don't have Xbox Live. It gets out for that. Still a really good game, though, but given your situation, you should focus on one, not five (or three) games.
BioShock is a favorite of mine, but I'll still give the award to Saints Row 2, mostly due to the presence of Bushwald Sexyface.

It seems that I shall be finishing bioshock then :D
i hope its as good as everyone says...spose its worth a try 
thanks for the help!

" Wow no one has voted Halo 3. "

bioshock, it is the game i'm currently working on that i'm going to beat. i just restarted it, it's a long story.

why not all of them?  Are you just gonna chuck the other ones or something?

You can skip on finishing Saints Row 2.  It's not like you need to find out how the riveting story ends.

Bioshock first, after that fallout , then Saint's row 2 and Orange Box.
The other 2 games story isnt really worth it.

" Bioshock.  Bioshock was short but, a fantastic game.  Everyone needs to play this game IMO. "

You should finish all  those games, but in this order:
 

1. Bioshock
2. The Orange Box
3. Prince of Persia
4. Fallout 3 
5. Halo 3
6. Saint's Row 2

Orange box. Half life is always fun and there is portal. Plus I've been playing TF2 since it came out. 
 
Bioshock would be my next choice. The constant danger can get a bit daunting at times though. For that reason you might be less guaranteed to finish it.

Start from the top of your list then work your way down.  
 
Or start with the shortest games and work your way up. PoP, Halo 3, Bioshock, Saints Row 2, Orange Box, Fallout 3.

Oh, come on! Portal is 3 hours long.

I'll say Bioshock. I would have said the Orange Box, but it doesn't really have a conclusive ending and i don't know when the hell Episode 3 is coming out.