I really enjoyed playing Day of Defeat back in the day, but now days there is a great WW2 hardcore FPS out there called "Hell Let Loose" that is very immersive both extremely frustrating and rewarding at the same time. RTS like meta game, with FPS infantry squad mechanics, huge emphasis on communication and team play, decent graphics, lots of attention to little details.

It's not without its warts and faults, but after not having played any serious WW2 shooters since Day of Defeat, I now have around 400 hours into this game, and am still having a ton of fun.