X-COM 1 and
X-COM 2 (Even though I still can't beat the **** second one. Got right up to the end...and then some Sectoid MC'd my guy on the Disruptor launcher. Kaboom.) 3 was for crap. Never tried Interceptor. I know there was at least one other game in the series beyond that, but have never actually seen it, only heard it referred to.
Urban Assault was incredibly fun...pity I only discovered it while messing with the demo long after release. I still haven't found a copy.
Escape Velocity: Nova Sidescroller...well, not quite. But fun, great story. And never, NEVER trade in a souped-up Mod Starbridge for anything short of a Polaris ship or a RAGE Gunboat.
Starship Troopers: Terran Ascendancy Squad-level realtime, 3D, graphically owed to the movie, gameplay owed to the book, plot not quite either. Great fun. Still working on the last few missions...
Steel Panthers 3: The last of the Avalon Hills-style hexed-based uber-detailed wargames made for PC. Command forces from many countries, varying in size up to a brigade, through a variety of time periods, starting in 1939 and continuing to 1999. Play several historical campaigns, or a variety of historical (and a few what-if) scenarios. Have it generate a campaign for you to play. Build a campaign or scenario to play. It's great, great fun, nicely intuitive so you don't get confused, but also capable of the full complexity and detail one would expect from a tabletop game.
MechCommander, MechCommander Gold, MechCommander 2, and
Magic's Unoffical Expansion for MC2. MegaMek. It's Classic BattleTech for your computer, complete with multiplayer over the 'net. Get it. NOW.
The Elder Scrolls III: Morrowind. I could spend days describing how this game is simply soul-owning, but I won't. Suffice to say it is.