Ooh ooh ooh has anybody heard of Escape: Curse of the Temple? One of my favorite board games ever, it's a time-based cooperative dealio with tons of stress in the best way. Work together like a well oiled machine to escape the randomly organized temple... or not!
Also, not exactly a board game, but Dominion is my favorite deck-builder out there. Strategic luck based systems, away!
And finally, Betrayal at House on the Hill. Ooooh man, that's the best. It's basically a cooperative RPG set in a haunted manor, with different scenarios occuring each time. Also very tense, but one of the best games I've ever played with friends.
*sinks back into lurkerdom*