I'm with Asmor to a large extent: I'm not fond of purely co-operative games. If they have a moderate amount of complexity I tend to like them a lot more, but even so - many I'd rather play solo!
Co-operative games I've played:
Lord of the Rings (FFG/Reiner Knizia) - this was my first co-op game, and I still do enjoy it, even if we don't play it very much. As many of your decisions are based on cards hidden in your hand (and then events cause complications) I don't feel it suffers quite the same problems as Pandemic with regard to one player controlling the game.
Arkham Horror (FFG/Kevin Wilson) - it's big, it's sprawling, and it really takes too long. I love this game solo, and it's not bad multiplayer either, but once you get to 4+ players I begin to cringe at the play time. Many paths to take - and few obvious choices - make it a great co-operative game.
Pandemic (Z-Man/Matt Leacock) - beautifully elegant mechanics and great scaling of difficulty, but I find the game too obvious; to my mind, the game can too easily degenerate into one person calling the shots as there are few real actual choices to make.
Red November (FFG/Bruno Faidutti & Jef Gontier) - chaotic fun... but a bit too chaotic for my real liking, IMO.
When you get down to it, I prefer more team-orientated or traitor form of co-ops: BSG, Shadows over Camelot, or the "DM-style" games like Descent or Doom.
Cheers!