Your First Steam Purchase

Modern Warfare 2

Half life 2

Fallout 3 i think

For directly from Steam, that would be Morrowind GOTY.

Euro Truck Simulator 2.

Garry's Mod + Counter Strike Source in 2012.

Kerbal

Empire: Total War

Portal

counter strike source :)

Black OPS

Alan Wake Franchise

half-life pack, same as a lot of other people :)

Something on the TF2 store to make it premium.
then Magicka + Vietnam DLC

Counter-Strike 1 Anthology CIS

Black Ops

first game a friend gifted me which i paid him back later was Garry's Mod
also, first free games i got on steam were ATI Half-Life 2: Deathmatch / Half-Life 2: Lost Coast Promo and Portal and the first games i activated on steam were Orange Box games and COD MW2

Counter-Strike Complete

Terraria on it's Release Day.

Terraria

css and gmod pack, completely worth it, countless hours of fun, gmod was the reason i wanted to get steam XD

CS 1.6

Left 4 Dead 1 and 2

Broken Sword Trilogy for the full price. And then it was on a daily deal (doh!) :)

Garry's Mod