Since you listed Grim Fandango and Still Life as favorites, I'm guessing you like story driven adventure games with a focus on character development. In that case, I'd recommend
The Longest Journey and
Dreamfall. While not personal favorites of mine, you could also have a look at
Syberia, and
Syberia II. Of course you may already have played all of these... and I would not really say they are thrillers, but they are the first that came to mind when I read your preferences.
