1. Dwarf Fortress
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The game has an unfathomable interface and ASCII graphics (if you have to ask what ASCII is, you can always check this out). In the game you control a colony of dwarves, and they sure are busy. Like the dwarves in Snow White, they can mine and cut wood. And like the title of the game suggests, you can build a fortress. There are thousands of variables that affect the game world, from the weather to the personalities of your dwarves.
So playing this game has a certain nerdy stigma attached to it… but at least it is FREE, and it runs on just about any recent PC. You can check it out if extremely complicated games tickle you fancy, or if you like dwarves…