Thanks everybody, it would seem I will pick Duke Nukem, but when I checked my wish list I remembered of two interesting games I saw. I know I must be pretty much annoying but I hope you will help me :). Arcanum, Duke Nukem or Commandos Ammo pack?

Difficult seeing as they're all so different. But Arcanum is pretty broken and you'll either love what it's trying to be or hate it for its faults. There are a lot of community patches for it, but for some they don't go far enough.
As for Commandos, it's good, but I'd recommend its sequel over it as it's a lot better. Which makes it a shame that they bundled it with the third one here, which wouldn't be so bad if it wasn't for C3's complete lack of options and crappy defaults.
Given the mods it has, always bet on Duke.

Well, last time you Fallout 2 over Arcanum on [url=http://www.gog.com/en/forum/general/tough_decision/perm=27/#p_b_27]my suggestion, so if you have money, you might as well grab Arcanum now :-).

I've not played Commandos, so I'll only compare Duke3D and Arcanum.
Arcanum, though in some ways is very neat, is no matter how you slice it a very flawed game. Duke3D is a much more solid game. I'd highly recommend Duke3D over Arcanum to someone who cares enough about not regretting their purchase to ask on a forum.

I can't even compare those.
The three are from different genres, each game with its unique style and good gameplay, so you have to decide what genre you'd like to try.

Me, Imma give it to the Duke. Blood might have the better engine, but some of the level design in Blood is just horrible.