To follow up on what was said above, Thief: Gold/The Dark Project and Thief 2: The Metal Age are easily two of the best stealth games out there, especially with all the work fans have done to keep the games playable and fantastic on modern hardware. Between the phenomenal level design, a unique and pretty engaging story, and all around fun game play offering tons of ways to approach situations, they're always worth a recommend from me for at least a single playthrough, easily netting 15-30 hours of game time per game. The wide variance in time spent with each is partially due to the freedom you have, but also since each difficulty step up changes your objectives for each mission, giving you further reasons to explore and have fun with the world.
Thief: Deadly Shadows is harder to recommend due to it being built with consoles in mind, but once again, with some fan patches it becomes a much better experience and can definitely be worth the time, particularly when they're all on sale for so cheap. Each of them is currently just under $1 on steam, one of the best deals you can get.
Coming from someone who bought Thief 2014 at launch (and enjoyed it), I'd recommend a skip on that one. It's not a bad game by any means, but it doesn't feel like it's nearly as good as the original 3 for a variety of reasons.
Splinter Cell also are fantastic games in the stealth genre, but I'm not familiar enough with them to speak at length on them like the Thief series.