Well, you could try something like Just Cause 2, which is a very entertaining game, or GTA 4 which is very similar. If you liki mideaval stuff, I recomend the Assasins Creed series. Another great genre is open-world Action/Adventure RPGs, like Fallout or The Elder Scrolls, and if you want some good cross-overs, try Borderlands or Mass Effect.
Well, you should probably call customer service if they are not responding to your e-mails (assuming you sent some). A similar situation gappened to me, where gamefly said they had not recieved my games. After 7 days I contacted them, and they e-mailed me back saying "...well, sucks for you." (this is an actual quote from an e-mail their customer service people sent me). It took gamefly another 5 days to recieve my games, and another 4 just to ship me only 1 game (I have a two game plan) and the game they sent me was at the bottom of my list of 10 games with medium avalibility. I only live a couple of hours away from Pittsburg. I was just about to cancel when I decided tho add Dead Space 2 to my Game Q, and it was shipped in like 4 hours, so I wouldn't worry about it because even though gamefly is really annoying, they will eventually resolve the problem for you.
It's not overheating, my PS3 does the same thing and it's done it since I got it new a year ago. It's turning on the fan to PREVENT overheating, not because it is overheating. That is the whole point of the fan, all systems do it so as long as your games play fine, there is nothing to worry about, it's supposed to do that!