My favourite is Killzone. Loved hearing that sound.Killzone 3 was great. It was the first FPS I actually enjoyed the online multiplayer of.
It's also useful to notify you of a kill for kills with grenades, mines, long distance and any other kill you can't see or hard to see.
Also just with all this talk about FPS games, remember Cube Royale is not really an FPS. 1v1 is its bread and butter.