Sorry, have to bring CS in again...BF2 is fun with bots on LAN too (there's a work around for that :P)
It does depend how many friends you have playing though, because shooters will tend to get boring pretty quickly if there's only 2 of you....wheras a strategy (try AOE3) will be a good game whether or not there are 6 or 7 crazy mates around you
I still prefer playing online with friends, you can team up and thrash someone that you don't even know! (Sorry)