There's BGO and, yeah, that's about it for good games completely online. I think you don't mean stuff like Ragnarök/WoW/DotA which you must do a huge download and run it on your machine first, right?
Uh I like this game called Heir...its kind of like a Shadow of the Colussus kind of game so its pretty cool. I also like those games where you can sort of choose what happens and the story plays out the way you want to