I got The Walking Dead
too (assuming it's the same one, there's a telly licensed one and one based on the comics, mine is the telly one) and have a had a couple of really good games of it.
The Battlestar Galactica
board game is also brilliant, but as the first game we played took 8hrs to get through it's been difficult to put aside a whole day where we can wheel it out again! No-one cared that it took 8hrs, we were having a blast and made a day of it. I hear some games can be really short, it just all depends how things turn out. A lot of really great cylon paranoia going around the table, great stuff!
Another one full of paranoia that's really worth checking out is Panic Station, a friend brought it round recently and it was fantastic. Basically a board game of The Thing, with accusations flying all over the place and a lot of mistrust. When you're desperately trying to convince your friend you're human before he turns a flamethrower on you it gets pretty tense!