Hard West is another in the genre, with a fantasy western theme, with demons. It's more story-focused so the missions aren't random and the characters are less expendable. The game uses a luck stat that makes you harder to hit and depletes whenever you dodge a shot or use an ability but recovers when you get hit - the trick is to find good cover when you're low on luck so you just get nicked.

I also enjoyed the Shadowrun games. In Dragonfall there's a mission where you get to shoot up a bunch of fascists :no-fash: