Hello

I'm playing exactly the same way with 3 friends. I have a list of games that are really fun in coop:

Serious Sam 2 with Insamnity Mod: Play serious sam 2 like Serious Sam second encounter, I mean unlimited lives and friendly fire.

Sins of a solar empire: Make a custom map with all your friends in the same solar system. Games can be very long.

Unreal Tournament 3: CTF with vehicles add a nice and needed team-play (hover-board and the kind of ray that makes you follow a vehicle)

These are the games we are currently playing.

You can also try these games (or at least try to get more informations about them).

I also keeped this list of games in my bookmark for over 2 years