none of those had puzzles which made you actually think
Are you stuffting me? Even if Deus Ex didn't have physics puzzles, it made you think in the sense "How am I going to attack this problem? I have a variety of different routes I could take with pros and cons to each, which one am I going to use?"
It's way better than the HL2 approach of "Get from point A to clearly marked point B. There is an obstacle between those two points, find a way around it."
GTA SA had no physics, wasn't even a FPS so you're comparing 2 genre's. Never played Desu Ex but I hear its really good.
Never played Deus Ex! Ah, please buy it right now. It's literally a gaming masterpiece.
Also, with GTA:SA I know they're not in the same genre (although, TPS is like FPS's cousin), you can still say "I liked this game more than that game." There are racing games I liked more than HL2.