The Sly Cooper games.
I played the heck out of these games, with Sly 3 being my favorite one.
The jobs are recognizable in each episode of each game; you can buy extra weapons to fight off enemies in a quick or stealthy way. The voice actors fits with each of the character's personalities (though I'm not sure about Carmelita because her voice actor change in each game), and the story about Clockwerk and the Cooper Vault? That's for only you to find out.