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[JoyBoy]

Depends on what kind of FPS u into.
The two most popular are Counter-Strike and Medal Of Honor. Very similar style of play between the two. Im my opinion u have to put alot of time into Counter-Strike in order to get something out of it. Medal Of Honor has a pick up and play kind of style about it.
Quake and Unreal are pretty decent online but you will find that even in Deathmatch u will get hunted by up to any number of players just trying to kill u.
In my opinion the two best and least difficult to play online (also to get used to team based play) are Team Fortress and Return to Castle Wolfenstein.
If u want a good start point install Half-Life on your machine then download all its most popular Mods (Counter-Strike, Day Of Defeat, Firearms (Team Fortress, Deathmatch Classic, HLDM, Riccochet are all bundled with the latest patch)) and see which kind of style of play u like and go from there.
As I said it all comes down to personal taste, whatever u prefer offline can be even more fun online.