1) UFO: Enemy Unknown (Well that's what it was called in the UK ok!!!)
2) Freespace 1/2 (Bought as combined set so

)
3) Simon the Sorceror 1/2 (Again box set WITH Talkie for StS1)
4) Star Trek A Final Unity (Buggy as hell but first game I ever played on a PC and was really good at the time)
5) X-Com Apocalypse (Biggest case of release date over game functions ever

)
Honorable mentions to Starcraft, Diablo II, Heroes of Might and Magic various incarnations and Tie Fighter (where I first fell in love with the Space Flight sim...although X-Com Interecptor tried to kill it).